SQL stands for Structured Query Language. It's a standard language for accessing and manipulating databases.
MySQL is a database management system, like SQL Server 2005, Oracle, Informix, Postgres etc. MySQL is a RDMS (Relational Database Management System). All types of RDMB use SQL.
SQL is used to manipulate database or to create a database. It's actually a common language. MySQL is an actual computer application. You must need to download or collect it and install it. MySQL is one of the most popular open source database management system. MySQL has an SQL interpreter.
MySQL can be used as the back engine database for several kinds of applications and it's one of the best choice for many web programmers for web-base application.