Marek Masko shows how to test a database connection without having any database tools:
UDL extension stands for Universal Data Link. These files are used by Data Link API which exposes a user interface to create and manage OLE DB connections. This functionality was introduced in Windows OS at least in Windows 95, maybe even earlier. That means you can use it on every Windows machine you work on. You no longer need to worry about additional tools.
Sometimes you need a creative solution to a policy-induced problem.