usually, one double-clicks the file, that starts (if required) "Microsoft SQL Server Management Studio" that displays an "Execute" button, we use to click on it.
having a local or remote SQL Server is of course a prerequesite to manage a Shaiya server, and all Shaiya servers required to add some databases, to define some alias, and to create a SQL-user for shaiya services. prior to be started.
so if one has a shaiya server, he shall already run several SQL scripts; therefore your question seems a bit strange.