How do I run SQL commands?

Excuse me, I'm a bit new to this and I was wondering if you could help me out. I'm trying to learn how to run SQL commands, but I'm not really sure where to start. Could you give me a brief overview of the process? I'd really appreciate it if you could break it down into simple steps. Also, is there any specific software or program that I need to use in order to execute these commands? Thank you in advance for your time and assistance.