IF you want to just learn the SQL statements (mainly SELECT statements & Various combinations), best option would be to pick up the syntax & examples by searching the web. Once you know the basics, install a database (MS Access or MySQL), dump a few tables and start playing.
Put yourself in the shoes of a business owner and ask questions like "How is our product sales per customer in north region?", "How many x are sold in regions A,B,C...?" etc. and try to answer them using SQL statements only.
SQL statements are not very complex and once you understand the basics, you can easily scale up and learn higher concepts like joins, unions etc.