It is possible to run SQL commands from CL, you can use the RUNSQLSTM command to do this. You can’t use embedded SQL (like in RPG or COBOL).
There is a product called SEQUEL from ASC. It has been a number of years since I used it but it had a CL command that would allow you to execute a query (SELECT… FROM …) right from the command line or CL program.
Also, there is the query tool from IBM, QMQRY, that can execute queries from a CL with the command STRQMQRY. You use the command STRQM to defined/modify the queries. If you have the authority, you can do CREATE/INSERT/DELETE statements as well. (and even execute the statement remotely)
Each of these tools get you closer to the function available in RPG or COBOL, but do fall short of being as flexible as any high-level language.
Hope this helps,