hello...
my first question would be what you are writing your web application in? Most server-side programming gives you the ability to execute command line utilities/programs...For instance, PHP has the 'exec()' and 'shell_exec()' functions...Perl has it's own and I'm sure ASP, JSP, etc all have their own. You would not find this documentation in MySQL rather the web programming language you chose to write your web application.
The above being said, many of the mysql functions are built in directly in native functions of that programming language for connectiong/disconnection, selecting dbs, writing/executing queries....Here is the PHP documentation, but again, this depends on what you chose to write your web application in....
http://www.php.net/manual/en/ref.mysql.php
Happy Trails!