>>It is a bit unsafe.
>>
>>I don't understand your other question, though. T-SQL is a query language used by SQL Server. You don't need to install anything, as long as you have SQL Server installed (with or without client tools), T-SQL is what you use to query the database.
>
>When I was working at a client site, a few years ago, they only allowed us an utility that we launched such as a CMD window. This was allowing us to query only. This is the one I am referring to. As far as I remember, there wasn't anything installed on my PC, at least not SQL Server. So, I am wondering what kind of utilty it was.

Command line utility is sqlcmd.