If you have a .sql file which contains SQL statements, you can just copy and paste the contents (or open the file in a query window) and run it. This assumes it has all of the create table etc. statements to create the schema/structure and not just insert statements for the data.
Check the top of the file to make sure that it is first selecting the correct database, if not add a USE statement to select the correct database.
You didn't say how big the file was, but if it is quite large and has the insert statements (data as well as schema), then you'll probably want to run by CLI using sqlcmd command. Much faster and SSMS won't freak out.
Another alternative option to running the .sql file/code is to set up a data source for mysql and just use odbc to access the database itself.
Bear in mind that there are real and very annoying differences between mysql and t-sql that can make migration a pain. If you're just creating a few tables, it may not be an issue, but if there are a ton of tables with lots of fields of different data types, you may run into issues.
Menu > File > Open > File...
, pick your.sql
file and then run it - doesn't that work? – Lydell.sql
file, this answer will be helpful! – Onfre