This command should be executed in MySQL console and not in the terminal.
First, start the MySQL service:
sudo service mysqld start
When asked for the password, enter the password and hit Enter. To open MySQL console, run this:
mysql -u root -p
When asked for the password, enter the password and hit enter.
Next create a database:
create database <databasename>;
use <databasename>;
Replace <databasename> with the name you want for the database.
Then create a table:
create table <tablename>(<parameters>);
Now you can load the data. Refer to the following example:
LOAD DATA LOCAL INFILE 'abc.csv' INTO TABLE abc FIELDS TERMINATED BY ',' ENCLOSED BY '"' LINES TERMINATED BY '\r\n' IGNORE 1 LINES (col1, col2, col3, col4, col5...);