I don't need to do anything fancy, I just need to know how to connect, from a command line, long enough to issue a sql command.

Reverse shells are useful for issuing commands to a remote client when the client is behind something such as a NAT. You might say, "But can't a normal shell or simple SSH tunnel do the same thing ...

Here's a look at the Invoke-Command cmdlet and how it will be extended in Windows Server 2016.