To run the examples etc download and install SQLite3. You can install and run it anywhere, but wherever you put it copy the files below (test.db and SQLtest.py) into the same folder. For the python code all you need is python 2.7.
Some background on relational databases and SQL: sql_for_astro.pdf
Some sample SQL queries etc that you can cut and paste and try out: sql_file_reference.md
The test database used in the presentation: test.db
The python code with embedded SQL statements: SQLtest.py