(This part lifted from my answer [here][1]...)

The first thing to note is that an `.sql` file is not a MySQL database. It is a script file containing SQL statements. You would run such a script against the database platform for which it was written (using the SQL dialect for a specific SQL database engine) to create the actual database.

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From comments to other answer:

>I was wondering if there is a way on Heidi or another program to do this without setting up a server.

No, you need a server *somewhere*. If there was any stand-alone tool that could "graphically manipulate" an `.sql` file (containing DDL, I presume) then it would have to have its own MySQL server embedded in it. 

  [1]: https://dba.stackexchange.com/questions/39429/how-to-import-data-from-a-pair-of-mdf-ldf-files-into-a-mysql-database/39434#39434