To import with a SQL script, you can run this code:

LOAD DATA INFILE '/pathtoyourfiles/baseballdatabank-csv/csv-files/Teams.csv' 
INTO TABLE yourschema.teams
FIELDS TERMINATED BY ',';

Once the import is done, you can select the rows from the teams table to see the rows, as shown in the following screenshot: 

As long as your secure-file-priv option is not disabled, your script will import data into the managers table. 

If you want more details on LOAD DATA, visit the Further reading section.