For basic data querying - you can just create a model driven app and create views and add filters to get the data you need. It has the ability to save personal views and share them with users. These are equivalent to filtered views in SQL.
i believe you can connect to the sql database for Dataverse via SSMS, you’ll have to enable the TDS endpoints and have the right IPs and ports opened up.
there is an XRM toolbox extension called SQL4CDS which queries the tables using limited sql commands - it transforms SQL to fetchxml if I remember correctly.
Lastly, you can use PowerBi and connect to the Dataverse environment and query your data that way. It’s not exactly SQL terminology but joins and a lot of analytics can be done that way.
several ways, hope one works for your needs!