You probably just don't have mysql set up in your system path. If the xampp installation doesn't do that, it's a *HUGE* oversight.
First thing to do is figure out where in the heck xampp installed MySQL.
I installed MySQL "standalone" (as you know, I don't use PHP, so I'm using it with ASP and ASP.NET code). And all the ".exe" files for me are in
C:\Program Files\MySQL\MySQL Server 5.5\bin
If you can't find it any other way, just ask Windows to search for "mysql.exe". If there's more than one, look for the one that's in the same directory as many other mysql executables, such as "mysqldump.exe" and "mysqlcheck.exe".
Once you find it, remember the path to it
Now, you *could* then run it from the DOS command window by typing
C:\Program Files\MySQL\MySQL Server 5.5\bin\mysql
That is, give the full path to the executable.
But a better way is to change the environment variable "PATH" on your machine.
How you do that depends on what version of Windows you are using.
I'll show you how to do it on Vista:
(a) Bring up your Control Panel
(b) Click on the SYSTEM control panel icon
(c) Find "Advanced System Settings" (usually on the left side) and click on it
(d) Find the button labeled "Environment Variables" and click on it.
(e) You should see both "User variables for [your user name" and "System variables". You can modify PATH in either, but better is to do it in "System Variables".
(f) So scroll down to PATH in the "Variable" column and then click on the "EDIT" button.
(g) The current path will appear in a very tiny text box. I recommend that you copy what is there into a NOTEPAD window, so you can see what is there now.
(h) If the path to your MySQL "bin" directory isn't there, add it. Then copy/paste back into the silly text box.
(i) Click OK.
YOu are done. Next time you bring up a command window, you should indeed be able to type just "mysql".
FWIW, my own PATH variable right now contains this:
%SystemRoot%\system32;%SystemRoot%;%SystemRoot%\System32\Wbem;C:\Program Files\Python;C:\Program Files\QuickTime\QTSystem\;C:\Program Files\MySQL\MySQL Server 5.5\bin;%SYSTEMROOT%\System32\WindowsPowerShell\v1.0\
And as you can see, there is the path to the MyQL bin directory.
p.s.: Unless your system is configured weirdly, %SystemRoot% is of course just "c:\windows". If you care.