SQL Applications
SQL is a language for writing and reading data from databases. (Technically, it retrieves data from relational databases. We will worry about that when it is important to us.)
So, in order to study SQL we will need some sort of database program to practise in. We have many choices.
Your Data Warehouse
You may have access to a data warehouse at your work. A data warehouse is a copy of a production database that employees can use to explore the data without affecting the production database. If you can get access to the warehouse it will give you an excellent opportunity to work with actual work related data instead of just educational data sets. But there are some drawbacks. Getting access may be difficult, especially if your job does not require it. You will also be responsible for protecting the data from loss. You will not be able to use the data at home or on your own personal computers or storage devices. Do not even consider doing this for many reasons. You will also be limited to reading data and not writing it. Creating new tables or updating the data on tables will probably not be possible.
SQLite
SQLite is an awesome way to learn SQL. It is a light weight, public domain database program that is available for free on the internet. Despite it's small size it is very powerful. It is often used by various desktop applications. It is also used by many web sites. It creates an entire database in a single file that you can place anywhere in your file system. This means you can have as many databases as your hard drive can hold.
SQLite was originally created to give software developers a simple database for their programs. It has a simple command line application for accessing the database files. It works well for what it was designed for, but it actually kinda sucks. entering SQL statements can be a pain. Fortunately there are several other applications that are easier to use.
There are also third party applications that provide SQL access. DB Browser for SQLite is one of the best. It is a small program that provides a simple interface to your SQLite files. The program has a very simple, well organized interface. It allows you to create and minipulate tables inside the database file including adding data. Using the point and click interface is not the best is you want to learn SQL. But DB Browser for SQLite has an excellent SQL interface.
Postgres
Postgres is a free, fully featured SQL database. It is used by many web servers and other applications. You can install Postgres on your personal computer.
SQL access to your local Postgres database is through a command line program. You must use SQL to create, modify, and query tables. For training this is a good thing.
Office Suites
Libreoffice Base, Openoffice Base, and Microsoft Office Access are all database programs bundled into their respective office suites. They may be good for practising your SQL mostly because they are widely available. Libreoffice and Openoffice are free software that can be download from the internet.
The big problem with these applications is that they are geared for creating and querying data through graphical user interfaces instead of SQL queries. While you can still learn SQL on them, you will also need to learn how to create tables with your mouse.