I would highly recommend not going the Microsoft route and opting for learning SQL. You can easily set up a development environment on your existing hardware (whether you are running Windows, Mac or Linux). After setting up your development environment you can take a look at a few well-made free resources online to teach you the basics of SQL.
STEP 1: Setting up your development environment
If you are using a Windows-based machine I recommend going with WampServer, which can be downloaded from wampserver.com. Wamp stands for Windows + Apache + MySQL + PHP. The advantage of this package is it will set up a self-contained environment with all the parts you need to test out development - or, in our case, learn MySQL in a hands-on manner. It also comes with phpMyadmin for an graphically based alternative to interacting with your databases.
NOTE: Make sure to have the all the appropriate Microsoft Visual C++ Redistributable packages installed on your system. You can find these on the WAMP website, or you can see these recommendations during the WAMP installation - along with all necessary download links for the packages you are missing. Make sure to install them first before finishing the WAMP install.
If you are running Linux I would recommend installing LAMP. Instructions for installing LAMP under Ubuntu can be found here: http://howtoubuntu.org/how-to-install-lamp-on-ubuntu. Alternatively, if you are running Ubuntu Server you could easily install LAMP via Tasksel. You can do that like this:
sudo apt-get update
sudo apt-get install tasksel
sudo tasksel install lamp-server
If you are using a Mac you could go with a number of alternatives. I recommend ampps, which can be downloaded from http://www.ampps.com/download
STEP 2: Working with SQL in your new environment
I'm going to continue this tutorial assuming you went with the WampServer solution (based on your talk of Microsoft solutions).
After WampServer is installed launch it and wait until the server shows up in a green color in your taskbar. This means it is active and working properly.
OPTIONAL: Now you could do some web searches for sample databases or load your own csv files. Some spots on the web with decent sample databases in csv format are as follows:
For simplicity you could load these CSV files via phpMyAdmin. Just left-click on the WampServer icon in your taskbar and then click on "phpMyAdmin":
Next, login to phpMyAdmin with the defult username and password, which is "root" (without quotes) and a blank password.
And, finally: load your CSV file via the "Import" tab:
STEP 3: Practicing your SQL
Now you can start practicing. Open a terminal and navigate to your MySQL installation directory under WampServer. For me, this is "C:\wamp64\bin\mysql\mysql5.7.19\bin" but this will vary depending on whether you installed WampServer 32bit or WampServer 64 bit. It will also depend on what version of mySQL was installed at the time you read and follow these instructions. I trust you can find the directory yourself. If you are stuck, from your root directory type in the following and note the output directory:
dir mysqld.exe /s
Type the following to start working in your MySQL environment:
mysql -u root -p
This will launch mysql with the username "root". You will be prompted for your password (which is blank by default). Simply press ENTER.
STEP 4: Upgrade your SQL Skills
Now that you have a working MySQL environment you can proceed to learning how to be a master in that environment! I suggest checking out the following:
Derek Bana's Youtube channel: https://www.youtube.com/watch?v=yPu6qV5byu4
GOOD LUCK TO YOU!