First you have to read to standard text book like A.K.Sahani and indian author written one book i.e Data Structures through C++ by G.S.BALUJA then you have to practice all the programs
For data structures you have to understand at least working of C or C++, with focus on pointers and arrays. This will help you in understanding of linked list.
In my opinion SQL is a different domain and I see no relationship between Data Structure and Database.
Well, it depends on a lot of training and reading, some books with exercises, and you can see competitions on the web that allow you to exercise your knowledge and study C and C ++