Database isn't a language
If you're looking to learn some version of a SQL, I think in the industry Microsoft Access with VBA is the most common (ick), though I can't say much to that.
If you know any other language, there isn't much besides some syntax you need to learn. A SQL isn't usually very complicated, it's more learning how to get it to interact with excel or PHP or what have you. To this end I'd recommend starting your own database project, so you know the simple query's and what it takes to make excel, VBA and Access work (once again going on what I've read about what a quant need out of a database).
C++ is in no way needed to work with a database. There is the case that if you have mastery of
C++ you'll get the hang of a SQL faster, as well as a more worthwhile skill.
Anyway maybe this wasn't a worthwhile post, I can't recommend you any books. I used the SQL Server Bible as more of a referance then anything on my last database project, so that's all I can say. But again, as far as I know you won't be doing much in SQL server as a quant. VBA and Access usually go hand in hand, but if it just mentions Access, maybe you can avoid learning VBA until later.
Hope that was helpful-ish.