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.

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

It's not hard to create and run a shell script in Linux distros like Ubuntu, but there are a few non-obvious pitfalls you need to avoid. Here's a quick example of how to execute a script in Linux.

Windows 10’s Bash shell can run graphical Linux applications with this trick It's not officially supported, but it's already very easy to use.