To import and export data via SQL scripts, the --secure_file_priv option must be properly configured. The secure_file_priv option may be disabled by default, or it may require you to place your file in a specific folder. You may be able to change this setting on your local instance, but you most likely won't have this level of permissions on a server, especially in a production environment.
Be VERY careful if you decide to change the ini file on your local instance of MySQL. The ini file contains essential configuration information required to run MySQL Server. You can damage the MySQL installation, for which the only solution may be to uninstall and reinstall MySQL. Do not make any ini file changes on a server without consulting a system or database administrator.
To check the secure_file_priv configuration...
