Starting SQL

First of all, why isn't there an SQL forum on this site?

I just got the book "Simply SQL, By Rudy Limeback" I am a complete beginner to this. I've always been into programming but never got past the simple stuff on C++ and C#. I read that datebase programmers make a lot of money so I thought I would learn SQL, I need to get out of this factory I'M working in. The book dives straight into writing in SQL without telling me where or in what to write it. I'M use to using a compiler with C++, I have no idea where to test and learn my code using SQL. Can someone please help? Thanks.
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