I'm no expert with XAMPP or MySQL, but you should still be able to use MySQL from command line when running it from XAMPP. As far as your topic question goes, there is no difference between the two. XAMPP just takes the actual packages from other server services (Apache, PHP, MySQL, etc.) and packages them together in a preconfigured server, whereas you normally would download those things and manually install and configure them. But they are still the same product from the original developers/location.
As far as I know you merely need to open up a console/command window and navigate to your mysql folder where you have XAMPP running. There should be a 'bin' folder inside, which you will then navigate to and lastly you simply run
mysql.exe --user=root --password=
Then you enter your password and you will be logged into MySQL via command line, where you can run your standard queries and such.