It really depends on whether that SQL is the standard one (such as SQL92) or with the database specific extensions (such as PL/SQL).
The latter often adds up to a “real” programming language (were you can define your own functions and everything), depending on the database.
But yeah, the rest not so much.
Last time I checked, it was way easier in Windows to have a VM running Linux just for Python, than to get Python to reliably work nativelly in Windows.