SQL Mode was written for XEmacs (formerly Lucid Emacs) version 19.8 or
  later.  Version 19.10 or later is recommended.  Many features in SQL Mode,
  like toolbars and horizontal scrollbars, rely on later versions of XEmacs.

  In addition, sql-mode now works with FSF Emacs version 19 in a slightly
  limited way.  The package easymenu is required if you are using FSF
  Emacs.  SQL Mode has been tested for FSF Emacs version 19.28.  It may
  work with some earlier versions, but has not been tested.  Toolbars are
  not supported in FSF Emacs version 19.28.

  To install SQL Mode, you need to add three lines to your $HOME/.emacs
  file.  The first line tells emacs where to look for SQL Mode, the
  second line load SQL Mode, and the third line does the initialization.
  For things to work properly, you need all three things to happen in
  that order.  If you put *all* off the .el files that came with the
  distribution in a directory in your load-path, then don't bother with
  the first line.

      (setq load-path (cons "[PATH-TO-SQL-MODE]/" load-path))
      (require 'sql-mode)
      (sql-initialize)

  To make full use of the help system, you will need to copy the file
  SQL-MODE-README into the directory specified by the variable
  `data-directory'.  The file should have come with the SQL Mode
  distribution.