load file error

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i am just beginning to mysql.
i have version 2.32 on windows nt.

i see that there's a command i can give:
mysql>load data local infile "pet.txt" into pet;
it gives me the follwing error:
the used command is not allowed with this mySQL version.

i can't understand the documentation says i can give this command and then
the interpreter says it's not in this version!? which version then supports
this useful command, any idea folks?
thanks!