Importing and using a *.sql file

Hello,
I'm a newbie, I'm trying to import a sql dump file and get it into a MySQL database using HeidiSQL. I don't know how to get started. I get import the file I don't know how to query the tables a with select and all. I do see the information in text format.

Press F9 to "run" that SQL file after loading.

Select data from a table:

SELECT * FROM yourtable