getting started, part 1.1
PowerShell is really pretty focused on .NET related tasks. I find it actually pretty unwieldy for traditional shell stuff.
I might see if I can get my significant other to collaborate with me on a Transact SQL primer at some point; she works with the stuff daily. That's the procedural SQL variant used by MS SQL Server. Other than that, I don't know a lot about how to find good introductory information about that particular brand of SQL DBMS.
It might actually be easier to get started by learning about an open source DBMS such as PostgreSQL, then transfer skills from there to work. That would probably work best if you have a desire for learning SQL outside of just strictly work-related purposes as an ActiveDirectory administrator, though.
Probably the easiest way to get into useful application of SQL skills on MS SQL Server at work would be to learn how to use MS SQL Server Reporting Services. It's not the best reporting system available for MS SQL Server, but it should be available without having to install or change anything.