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amazon-rds amazon-web-services mysql putty

How to import MYSQL Dump into Amazon RDS

I just logged into my EC2 via Putty on Windows and I got into my RDS instance and into one database I had created. Then I try to import a SQL dump from my machine with the following code which results into an error.

    mysql> source C:\Users\guru\Downloads\latest.sql;
ERROR:
Unknown command '\U'.
ERROR 1064 (42000): You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near 'source C:\Users' at line 1
ERROR:
Unknown command '\D'.
ERROR:
Unknown command '\l'.
ERROR 1064 (42000): You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near 'uru\Downloads\latest.sql' at line 1

The file exists in my Windows machine. Please help me resolve the error.