mysql – Cant find the exe of mysqldump

I’m just learning about MYSQL after 6 years focusing only on sql server(dumb me).

I’m studying about how backups works there, but I can’t find the mysqldump file to execute the backup. on DOS it says the command is not recognized and i cant find it to use the full patch in the command line.

is it something that should be download apart?

and also as we are here. with SQL Server we create a physical file for the backup. with MYSQL if i’m not mistaken, we create a DUMP FILE that has the “commands” to insert data and create objects again, right?