Before you import a database using mysqldump, you would need to ensure you have already created a MySQL database and MySQL database user. You can create both by accessing into cPanel -> MySQL Databases.
For reference: https://docs.cpanel.net/cpanel/databases/mysql-databases/
After both have been created, you can import the database file with mysqldump command:
mysql -u database_username -p database_name < databasebackupfilename.sql