If you are talking about using a mysql server running on localhost, the path to the binary must either be added to the path environment variable or you will have to specify it manually each time.
e.g.
c:\mysql\bin\mysql.exe --user=root -p
If you want to add it to the path environment variable, you need to edit autoexec.nt iirc. But I don't remember where it's found. Probably c:\windows\system or c:\windows\system32. Just add a new line at the end of that file like this
path=%path%;c:\mysql\bin
If you want to connect to a mysql server running on a remote host, you can either do the above and specify the ip address or host name to connect to. mysql -? for more info on how to do this. But this requires that the server allows your incoming connection, which is far from certain.
SSH is more likely to be available to you. In this case, I'd recommend downloading the SSH addon for windows that lets you use it from the terminal. As described above to run mysql, start a new terminal, then just type "ssh -l username example.com" (without quotes) and remember that you can't connect as root.
Once your ssh connection is established, you run mysql on the remote machine just as if you were running it locally, i.e. mysql --user=username -p
