On Windows this should work (note the forward slash and that the whole path is not quoted and that spaces are allowed)
USE yourdb;
SOURCE D:/My Folder with spaces/Folder/filetoimport.sql;
On Windows this should work (note the forward slash and that the whole path is not quoted and that spaces are allowed)
USE yourdb;
SOURCE D:/My Folder with spaces/Folder/filetoimport.sql;