Data mining is not part of SQL, data mining means to find the correct form of data.
SQL query is an inquiry to a database using the SELECT clause.
SQL clause refers to one "building block" of a query - SELECT clause, WHERE clause, FROM clause, etc.
SQL statements are used to perform actions over a database (such as update data, retrieve data, delete data, etc). It is a general notion of which query is a subpart.
SQL expression is a combination of one or more values, operators and SQL functions that evaluate to a value. They can be used to query the database for a specific set of data.
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