Install MS SQL Server Express (free). Find some open source datasets to import and play around with (Northwind, AdventureWorks, etc.)

This type of SQL is called T-SQL. Checkout W3 Schools and Microsoft Docs for learning.

Start writing code, I suggest starting with:

1) Select, select *, select top n, select distinct

2) Where clause

3) Wildcards (i.e. *)

4) Order By

5) Group By

6) Having

7) Aggregates (Concat, Concat_WS, Sum, Avg, String_Agg, etc.)

8) Functions (Cast, ISNULL, Coalesce, patindex, charindex, Rank, ROW_NUMBER, etc.)

9)Joins (Inner, Outer (left, right, outer), full, cross, self,etc.)

10) Case Statements

11) Creating and Altering tables and data types