to get the prompt( i use dos so i can tell you about it but it shud be same as well on linux)
change the directory to the 'bin'(or wherever you have saved the executables) and type mysql on the prompt.
under dos i do this
c:>cd mysql\bin
C:mysql\bin>mysql and i get this
mysql:>
try doing the equivalent on your system
maybe it helps(else just ignore this!)