SQL is a Language that is used in order to retrieve, modify and/or delete data from a Database. It is not directly associated with any other particular language, as it is a language itself.
Usually, there are APIs in several languages in order to do actions in a database in a more transparent way or even to allow executing SQL commands in a database. Databases are organized in Systems called Database Management Systems (DBMS), that allow good management on a large set of databases.
If you are using a Database Management System, usually, you can install a command prompt to execute SQL commands. This prompt can usually be provided via command line, an installed native application or a web application administration panel. A simple yet good DBMS is MySQL, and a good tool to manage MySQL DBMS is PHPMyAdmin.