If you wanto to learn SQL commands, if you know already that SQL commands are an standart, the way i do it is this:
You have to download:
Postgresql (in my case i have downloades the MAC OS version);
after the installation have been completed, from terminal access to:
cd /Library/Postgresql/8.4/bin
once you are in the directory.
create a test table:
"./createdb -U postgresql my_db"
this "./" run a bash scrip that have the instruction to create the table
the "-U" you let know witch user will use, in this case the root account name is "postgres", and "my_db" is the name of the table i have created.
then put the root password.
once the table was created
put this in terminal "\q"
Log on again
"./psql -U postgres my_db"
and you can try SQL commands.
here the documentation of Postgresql.
http://www.postgresql.org/docs/8.4/interactive/index.html