:r <path/to/file> when executed will read the contents of a file and insert it to where the cursor is in the file being edited. But just like the :w command, you can read the output of a command instead. Just prefix the comamnd with !.

Here is a quick example:

:r !echo 'SELECT name, email FROM users ORDER BY created_at DESC LIMIT 10;' | mysql -u root -p app_db

This will insert the result of the query into the file.

See :help :read for more details.