Try this link:

https://www.barnesian.com/how-to-transfer-files-to-the-raspberry-pi-using-sftp/

While I could be more specific if you have given details of problem you are facing but try following this instructable, it seems good.

http://raspberrywebserver.com/sql-databases/using-mysql-on-a-raspberry-pi.html

Here are some links that maybe useful:

http://www.raspberry-projects.com/pi/software_utilities/mysql

Refer to Copy Database To/ From A Remote Server in above page.

http://raspberrywebserver.com/sql-databases/using-mysql-on-a-raspberry-pi.html

If you provide more details we could help you better. What have you tried? Did you get an error message? Which Raspberry Pi OS are you using (Rasbpberian, Arch Linux ARM, etc)? Are you really trying to upload a "MySQL file" or are you trying to get a delimited text file into a MySQL database? Are you sure you have a working/running MySQL database on your Pi?

What type of error are you getting?