Is there an equivalent of 'FORMATFILE' in MySQL?
It seems to me this case cannot be handle in the same way used in SQL Server. However, I found another alternative to do that (i.e., importing data based-on the number of character by each column) :

LOAD DATA  INFILE 'xx.txt' INTO TABLE MyTable
 LINES TERMINATED BY '\n' (@L) 
 SET    
    Field1 = SUBSTR(@L, 1, 3), -- field1 : Position = 1 ,length = 3 
    Field2=  SUBSTR(@L, 4, 7),  -- field2 : Position = (1+3) ,length = 7    
    Field3=  SUBSTR(@L, 11, 3), -- field3 : Position = ((1+3)+7) ,length = 3 
    Field4=  SUBSTR(@L, 14, 2) -- field4 : Position = (((1+3)+7)+3) ,length = 2 
 ;