You or someone has recently installed a program or component that needs the use of SQL. For example, programs developed with current Microsoft Visual Studio tools.
Visual Studio 2005/2008 don't require SQL of any sort. threy do try to install SQL express, and they can use such things and LINQ combined with SQL to do some neat things, but they certainly don't
require it.
SQL is "structured query language" and is really a generic term. SQL is used by Oracle, Access/Jet, the windows search service, and all sorts of other things; they are not the same, but they follow the same basic syntax rules.
But this is not the point, the question here is
why their machine has any form of SQL installed. In this case, MSSQL, which is Microsoft SQL Server, possibly the express edition. If Visual Studio has been installed this is possibly how it got there.