In mysql, the show databases; command doesn't list all of my databases

You're logging into HeidiSQL as root, so it's showing you all databases, but you're logging into mysql.exe as the current Windows user (since that's the default), so it's only showing you the databases that that user can see. If you run mysql.exe with --user=root --password=..., it will show you all databases.

in my case, SHOW DATABASES or SHOW DATABASES; didn't work.

what worked is:

show databases;

I am using Oracle mySql

mysql> show databases;

This command show all databases in your SQL server