Well, might as well do a Hello world in all of the languages. Once you have a database installed, e.g. MySQL, start up the database and goto the query line so that you are able to *talk* to the database. Type in
SELECT 'Hello World';
This should show Hello World in the output of the database.
I shall have to do Hello World in all languages now 
Tags: Linux, MS SQL, MySQL, Oracle, Postgres, SQL (Structured Query Language), Windows