What SQL database do you have? SQL is just the query language. You need a database that understands the SQL language to be able to use it, for example, MySQL, Oracle Database, Microsoft SQL Server, etc. SQL is the language that lets you talk to your database to add data, change or delete data, etc.
After installing and setting up your SQL database, you can then use SQL to first create your database and then work with the data.
There are 3 general ways to enter SQL statements:
1. Command line. You can either enter from your computer's command/terminal window, or a custom command window installed by the database. This is the most direct and easiest way to talk to the database, ie, entering SQL statements.
2. Through some GUI interface. For those that find the command line daunting, there are GUI applications (with windows, menus, buttons, etc.) that let you enter SQL commands and do other functions with the database. For example, the MySQL GUI tools has the MySQL Query Browser.
3. Code SQL statements into your program. You do not put SQL statements right on the HTML web page, because that would be a big security flaw. You don't want people to be able to access your database and steal or destroy your data. So to access your database, you put the SQL statements into your backend application server and when a website visitor clicks on a link to bring up data from your database, that link will call you program which connects to your database and retrieces the data and writes the html page and sends that to the visitor to use. Simple server side scripting for web sites typically use PHP. Big enterprise company applications use Java.