Basta usar uma barra invertida antes do caractere, conforme mostrado no Seção de documentação do MySQL 9.1 :
\0 An ASCII NUL (0x00) character.
\' A single quote ("'") character.
\" A double quote (""") character.
\b A backspace character.
\n A newline (linefeed) character.
\r A carriage return character.
\t A tab character.
\Z ASCII 26 (Control+Z). See note following the table.
\\ A backslash ("\") character.
\% A "%" character. See note following the table.
\_ A "_" character. See note following the table.
Nota (da documentação do MySQL):
