Is there any difference between shell and command prompt apart from OS terminology?
cmd.exe and the variety of UN*X shells are all command-line shells. They all allow you to execute commands.
All support:
- some form of input/output redirection from/to commands
- some form of piping
- setting environment variables
- a set of programmatic constructs, e.g. loops and if/else
And all can be scripted, executing shell commands from a file.
However, the cmd.exe shell is pretty primitive compared to it's UN*X counterparts. The UN*X shells typically support e.g. more complex string manipulation, and the set of system commands available on UN*X machines makes for a richer programming experience.
The mysql program is also a command-line shell, only one that is specific to interacting with a MySQL server using mainly SQL commands.
As has been pointed out, the term shell can be more generally used to refer to a tool that provides access to the services of a system, for instance a desktop user interface including a task bar, application switcher, etc. cf. the wikipedia article for Shell (computing)
Generally, shell is not a command-line interface, but an environment providing access to system functionality. In Windows, the explorer.exe (process providing the taskbar, start menu, hotkeys) should be considered shell, not cmd.exe.
Unix shells are traditionally CLI-based, but graphic shells also exist.