For Windows, Microsoft offers a CSV ODBC driver that can make the files look like any other relational database.
https://support.microsoft.com/en-us/help/850320/creating-an-...
https://support.microsoft.com/en-us/help/850320/creating-an-...
More usefully, MySQL has LOAD DATA INFILE facilities for bulk loading of flat files.
Abandon all hope, all ye who enter here.