I need to connect to an MS SQL Server and use SQL Query. How can I get my hands on a free client if something like that exists?

SQL Server client applications communicate with instances of SQL Server through Net-Libraries. Client Net-Libraries and Server Net-Libraries communicate over the network by exchanging network packets.

Client-server applications emerged with a graphical user interface coupled to a back-end SQL database (frequently Oracle Database or SQL Server).

SQL Server Client Network Utility is a part of SQL Server client tools, but you don't have to install the client tools on every computer you want to use. The MDAC pack install also includes this ...

With JSON now the default format for moving data between clients and servers, SQL Server adds JSON support to make it easier to get your data out of the database and down to the client.