It's possible, but not usually worth the effort. If you want to do it, what you need to do is read in the SQL file and split up each statement. Pass each statement to $dbh->do(). Something like (untested):
# read foo.sql into memory
open my $fh, "<", "foo.sql" or die $!;
my $sql = do { local $/; <$fh> };
# split on ; at the end of a line
my @commands = split /;\s*\n/, $sql;
# run each command
$dbh->do($_) for @commands;
It's not perfect - it will break if you have a comment that ends in a ";" for example. Usually it's better to just shell out to the MySQL shell to load a whole SQL file:
system("mysql -hhost -uname -ppass db < foo.sql") == 0
or die "Failed: $?";
-sam
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