Install sqlcmd on DBMS (with SQL Server 2019 or 2022)
If you installed SQL Server 2019 on a Database Management Server (DBMS), install also the sqlcmd utility, as the latest versions of SQL Server do not automatically include it.
Procedure
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Go the relevant Microsoft page for SQL Server 2019 or SQL Server 2022.
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Download the following the latest version of sqlcmd utility.
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Install the sqlcmd utility on the DBMS.