If you are using TrinityCore, you can forget about importing the *.sql files one by one when you install/update your core.
This will save a lot of time to TrinityCore users and simplify a lot the installation process. However, it is still disabled by default and has to be enabled by editing the worldserver.conf file, in the “UPDATE SETTINGS” category.
In order to set up the world database in a fresh TrinityCore installation, you will have just to download and import the latest release of the TDB database and enable the automatic updater. Then you can run your worldserver daemon and it will do the rest: it will update the world database, importing all the sql/updates/world/*.sql files. If you are using the 6.x branch, the same is for the hotfixes database. When needed, it will also update automatically the characters and auth database.
Happy time-saving and thanks Naios for this great change!