how to set up SQL in our system

Answer 1

Choose the database you want (e.g. MySQL, SQL Server, Oracle) then find the online documentation to download and install on your server. MySQL is free to download so is a good place to start.

Answer 2

Do a search on YouTube for follow through instructions. Totally depends on what Database Management System you want to use. A good place to start is with MySQL installed in your computer and connect to the app within the command line console.

Answer 3

download XAMP or WAMPP, both have MySQL and you can try you're queries in the SQL tab

Answer 4

If you are interested in a free Oracle version you might have a look at Oracle Express (a limited enterprise edition). You find it here:
http://download.oracle.com