SQL simply say as a language. Named as "Structured Query Language" or we can say as a computer language that can be used to access data stored in relational databases. SQL is a paid software.
MySQL is one of several database systems, as RDMS (Relational Database Management System) in other word we can say as MySQL is an actual computer application you can download and install. It is the most popular open-source database management system. MySQL is one of several RDMS's, others of which are Oracle, Informix, and MSQL.
Above all of these RDMS use SQL as their language. Each of them have minor variations in the "dialect" of SQL that they use, but it's all still SQL.