There are a few different types of SQL, but http://www.w3schools.com/sql/default.asp is a good site for general SQL knowledge. http://www.sql.org/sql-database/sql-tutorial/ is a good beginner's tutorial but it is a little slow-paced for my liking - if you have programming experience you may feel the same. SQL is not too difficult when you get started, I have mostly learned just from trial and error.

Not sure what you mean by data controls? If you are talking Silverlight am I correct in thinking you mean C# user controls to access a database?