Transact-SQL statements can be used to access the database engine directly. Here are some good tutorials provided by the SQL Server 2005 Books Online. See the SQL Server 2005 Tutorials > Database Engine Tutorials > Writing Transact-SQL Statements Tutorial section in the SQL Server 2005 Books Online document.

This SQL Questions Guide is intended for users who are new to writing SQL statements. It will help new users get started by reviewing some basic statements for creating tables and inserting data. This tutorial uses Transact-SQL, the Microsoft implementation of the SQL standard. This tutorial is intended as a brief introduction to the Transact-SQL language and not as a replacement for a Transact-SQL class. The statements in this tutorial are intentionally simple, and are not meant to represent the complexity found in a typical production database.