Well, its my turn to explain...
SQL is a standard to query databases and perform administration tasks. SQL is not any software. SQL is not any database engine. SQL is just a standard. By carrying the example to real world things, think of SQL as the "ideal English language", that one that is in academy books.
MSSQL, MySQL, posgreSQL, are database engines (i.e. software), and each of them 'speaks' an specific 'slang' of SQL (all of them based in the SQL standard). Each one exists because there are different kinds of people in the world. Each implementation of the SQL language reflects the thoughts and ideals of each project. Think of each SQL 'slang' like the english spoken in different places. For example, you use English to order a pizza. But you use some words to order a pizza in the Bronx, and similar words to order a pizza in Beverly Hills. It just of 'culture'.
For example, if you say "NATURAL JOIN" or "LIMIT 1,5" to MySql, it will recognize the words. But if you say the same words to MsSQL, it will say "hey! wtf are you trying to say me, man?". You will get a similar response if you say "CALL" or "CREATE PROCEDURE" to mySql 4.x.
In general, all you need to do when making database operations is:
1) connect to the database and get a link to it
2) perform the actions you need using the link. The used language to explain the actions you need is SQL.
3) close the link.
If you use Mysql-php you need to use the libmysql library and use the functions.
When using mysql-php, you do these 3 steps this way
1) call mysql_connect and keep the resource it returns
2) use the functions of the mysql library. Tell them to use the link resource created in step 1. Tell them what do you want to do (like ordering a pizza) using SQL (MySQL).
3) call mysql_close
If you use access-VB, you need to use the ADO (or ADO.NET) library and use the functions.
When using access/mssql - VB.net/C# you do these 3 steps this way
1) create a SqlConnection object and call the open method in it
2) create SqlCommand objects. Tell them to use the SqlConnection created in step 1. Tell them what do you want to do (like ordering a pizza) using SQL (MSSQL)
3) close the connection with close()
This 1-2-3 general procedure also applies for languages like java (connecting through ODBC), but you can find the specific implementation details in the books, in the technology specifications, in the academy, or in tutorials
(google for them!)
Hope it helps!