Database Abstraction Layer and 'LOAD DATA INFILE' Statements
Your question is a little vague. I assume this isn't for a Content Type you created or an Entity in D7 ?!

As you pointed out this is DBMS specific. The drupal db api basically adheres to an ANSI SQL '97 (i think) specification. So you can do basic queries, updates, etc using the Drupal API. When you start talking about DBMS specific stuff you're outta luck.

The drupal API sits atop the PHP PDO library. This is an abstraction on top of many DBMSs as well -- you can do anything dbms specific with a bare PDO_Connection object ... called a stored procedure, or do your nifty INFILE usage above.

So you'd probably have to make your custom MYMODULE_form_submit() and do your custom query there from the raw pdo db connection. You can call Database::getConnection() in Drupal 7 to get the default db connection directly. Here is similar concept in calling a MySQL stored procedure from D7 asked here before on stackexchange.

Lastly, this isn't really drupal api related because you not seeking to call node_save() with your CSV data ... node_save() lives in the universe of the drupal API and has a succesion of function calls around it in the Drupal-verse, you're clearing asking for MySQL-verse stuff :)