From Ever changing code

Install sqlcmd and bcp the SQL Server command-line tools on Linux

# Import the public repository GPG keys.
curl | sudo apt-key add -
# Register the Microsoft Ubuntu repository.
curl | sudo tee /etc/apt/sources.list.d/msprod.list
# Update the sources list and run the installation command with the unixODBC developer package.
sudo apt-get update 
sudo apt-get install mssql-tools unixodbc-dev
# echo 'export PATH="$PATH:/opt/mssql-tools/bin"' >> ~/.bash_profile
/opt/mssql-tools/bin/sqlcmd -?

Operational commands

Show current session process ID. In Azure Data Studio, each query window has a different SessionProcessID


Azure MsSQL

Due to architecture you cannot use USE statement.