Tableau
Open a new workbook, choose Connect to Data, choose your database type (e.g. Oracle), enter the connection details and choose Custom SQL. You can then type a SQL query into the box and run it. This is usually best done when you've build the query already in
PL/SQL Developer
Install PL/SQL Developer from Control Panel -> Run Advertised Programs. When you run it it'll ask for the Oracle logon details, e.g. username / password / database = dwh. Click the New icon and choose SQL Window. Put the query in here - to run it, press F8 or click the yellow Execute cog icon. PL/SQL Developer has some nice features like the Beautifier, which lays your code out in a standard, sometimes more legible form.
Microsoft Access
When you create a new query in Access it defaults to the design view, but if you click the More/down arrow underneath the View button, you can view the query in SQL display. This works for existing queries, so if you've already got your tables joined, you can go into SQL mode to see how it's all been done, and vice-versa.