MySQL command line allows you to manage your database environment through your terminal, or command prompt for Windows. Typically when you set up a web server you would have installed MySQL as its own service and can easily access the MySQL command line via mysql (mysql.exe). However in a development situation you may have used XAMPP which bundles it all together for you and you can't just access the XAMPP MySQL command line through a registered path.
I use XAMPP as a local test server on my Mac for testing and debugging. I mean, nothing is more embarrassing than making file changes to a live site and bringing it down. One thing always bothered me, but not to the point of solving it. WordPress, Drupal, and other CMS software provide built in automatic updates or installation - but out of the box it does not work on XAMPP. It's a simple fix, just first hunt down your httpd.conf