While working on a simple data import from MySQL to MSSSQL, have to install MySQL as there is no workaround to import MySQL dump directly to SQL server, below are few commands used,
Note: There is no way you can EASILY import MySQL dump in .sql format directly to any other data source like MSSQL or Access DB, better to have MySQL installed locally and import MySQL dump there and then link it to other data sources.
Install MySQL: http://dev.mysql.com/doc/refman/5.7/en/windows-installation.html
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Export MySQL database backup (dump)
Shell> mkdir DUMPDIR
Shell> mysqldump –tab=DUMPDIR db_name
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Create a test MySQL database
Shell> CREATE DATABASE test;
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Show list of databases present in MySQL
Shell> SHOW Databases;
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Import a sqldump from flat file to new MySQL database ‘test’
Shell> mysql -u root -p [db_name] < dump_file_name.sql
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Download MySQL ODBC connector for windows – to use with MS Access, SQL Server, etc.
https://dev.mysql.com/downloads/connector/odbc/
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Create System DSN like below and connect with external sources – MS Access, SQL Server and import/link tables

References:
http://dev.mysql.com/doc/refman/5.7/en/creating-database.html
http://www.codeproject.com/Articles/29106/Migrate-MySQL-to-Microsoft-SQL-Server
http://www.experts-exchange.com/questions/28312991/MySQL-Dump-into-SQL-Server.html