SQL is a language, you can’t “install” it. What you can do is installing an sql server, which understands sql. But you will need to understand how it works. If you think you can deal with it, just use your package manager. It must be apt if you are using Ubuntu.
If you don’t know how to install it, I would suggest you start getting more familiar with your Linux environment before going further with sql servers, or follow an sql tutorial which will explains the installation progress with Ubuntu.
