SQL stands for Structured Query Language, and is the basis for which all Relational Database Management Systems allow the user to add, remove, update, or select records. Things like MySQ are the actual Management Systems which allow you to store and retrieve your data, whereas SQL is the actual language to do so.
The basic SQL is somewhat universal - Selects usually look the same, Inserts, Updates, Deletes, etc. Once you get beyond the basics, the commands and abilities of your individual Databases vary, and this is where you get people who are Oracle experts, MySQL, SQL Server, etc.
Basically, MySQL is one of many books holding everything, and SQL is how you go about reading that book.
