How mysql doesn't go out of memory when executes SELECTs that return large amount of data? Could you a link to any related docs?
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(Since there are several possible answers, I won't provide any links at the moment.)
In the server: When needed, the query evaluation will build a temp table on disk. That limits the query size to the available disk space.
In the client: This depends on the client. Some client APIs provide a choice between collecting the entire result set and collection a few rows at a time. The former is likely to be limited by the available memory in the client. PHP, for example, has a configurable max memory usage.

Rick James
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