Installing Custom Map

1
Hi im from south america and I installed a dedicated server following the steps of a youtube video. The server is running normal, but I want to put a map of feudal.tools, however I did not understand the first step. "Download the database dump (SQL file) file and execute / import it on your database." How do I execute / import in my database? by HeidiSQL? I would need a more detailed explanation because I am a layman.

Thank you.
cron