MySQL Documentation

As mentioned earlier, you can get help summaries at various locations with --help or help; or help contents; depending on where you are, but the most complete help is in the Reference Manual. I've already provided links to the online version, but there are versions you can install and use locally.
Linux

In Linux (I'm using Ubuntu), very good HTML manuals (a set of web pages) are installed along with the MySQL and PHP programs or available as separate documentation packages. The files are installed into /usr/share/doc. Go to that directory, find the MySQL or PHP subdirectory you need, look there for the file index.html, and launch it in a browser.

With Apache installed in Linux, there is an easier method. I go to the manuals with my browser using the URL http://localhost/doc/, and navigate to the needed documentation from there.
Windows (or Linux)

The Reference Manual is available for download in several different formats, including HTML, PDF, and CHM. I'd suggest the HTML because you can have multiple pages open at once in your browser. The PDF is 2,240 pages long, and scrolling around in it is difficult.