The following websites all have interactive tutorials (including the already mentioned W3Schools) that let you run queries. You can also try your own queries on their databases.
I believe they only let you play with the
Data Manipulation Language (DML) portion of SQL. What is DML? It's basically the
SELECT,
INSERT,
UPDATE and
DELETE statements. It's the part of SQL that lets you manipulate table rows, as opposed to the
Data Definition Language (DDL: the
CREATE ALTER and
DROP statements), which lets you define the models (tables, databases, views) themselves.
If you want full to play with DDL (and you do), you'll need to install an SQL DBMS (database management system), such as MySQL. While you're at it, install the
MySQL GUI tools. You should probably skip
MySQL Workbench as you're practicing SQL, though it may be useful to study the tables you create and (alternatively) to study the SQL statements corresponding to the tables it creates.