How to execute these codes

At the link SingleStoreDB Cloud · SingleStore Documentation shows how to load data from CSV files into a table / database. The code below is the example cited

LOAD DATA INFILE ‘foo.csv’
INTO TABLE foo
COLUMNS TERMINATED BY ‘,’;

My question is: where to enter this code? I tried in SQL Editor (MemSQL Studio) and it occurred in error (ie not over there). So where is it from?

You can use MemSQL studio or MySQL prompt (MemSQL uses MySQL wire protocol).

If you are connecting to an remote MySQL and loading from your local machine you should use LOAD DATA LOCAL