How to use LOAD DATA

How do I use the LOAD DATA command as described here.

I have the following LOAD DATA statement:

LOAD DATA FROM FILE 'E://Temp/Values.txt'

into PARIS.UAGU_MNDOOUT1 (AHSU_ID, AHSU_UAG_ID)

Where do I run it? It doesn't work in the SQL Gateway, in the terminal, in an embedded SQL command.

What am I missing?