A key is a single or combination of multiple fields in a table. Its is used to fetch or retrieve records/data-rows from data table according to the condition/requirement. Keys are also used to create relationship among different database tables.
SQL commands are a set of instructions that are used to interact with the database like Sql Server, MySql, Oracle etc. SQL commands are responsible to create and to do all the manipulation on the database. These are also responsible to give/take out access rights on a particular database.
Microsoft SQL Server is a Relational Database Management System(RDBMS) developed by Microsoft. It is designed to run on a central server, so that multiple users can access the same data simultaneously. Generally users access the database through an application.