I have a (remote) server that houses my data. I have also placed my executable file on the server. User run the .EXE file from user's (local) computer (I have a shortcut set to point to the .EXE file on the server).

If I have a SQL SELECT statement (in my .EXE file):
SELECT * FROM myTable
data is retrieved using the server's processor or the user's local processor/computer?

What I'd like to know is:
does the server need to have a good/powerful processor (if data is retrieved using server's processor) or it makes more sense to have a good/powerful user computer (if processing happens at the user's end).

Thank you all!