How to Run SQL into Python - begginer user

Folks, I from Brazil and I am an iniciant user on Python.
I would like to understand how do I import my company’s SQL database into Python to start creating codes there.

I have basic questions like: should I create the query in SQL before I import or I can import all the data into Python?

I also don´t have basic ideas on how to use the sql data later on Python.

Please, be patience with me, I’m just learning everything now.

Thank you all