For the Oracle SQLPlus spool command, there is no equivalent in the mysql command line client.
To get output from the mysql command line client saved to a file, you can have the operating system redirect the output to a file, rather than to the display.
In Unix, you use the > symbol on the command line. (It seems a bit redundant here to give an example of how to redirect output.)
date > /tmp/foo.txt
That > symbol is basically telling the shell to take what is written to the STDOUT handle and redirect that to the named file (overwriting the file if it exists) if you have privileges.
Q: is set pagesize and set linesize used in mysql when you are trying to generate a report?
A: No. Those are specific to Oracle SQLPlus. I don't know of any equivalent functionality in the mysql command line client. The mysql command line client has some powerful features when its run in interactive mode (e.g. pager and tee), but in non-interactive mode, it's an inadequate replacement for SQLPlus.