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Using Python In SQL Server 2017

Prashanth Jayaram walks through installing SQL Server Machine Learning Services and running Python external scripts in SQL Server 2017:

Python supports a limited number of data types in comparison to SQL Server. As a result, whenever you use data from SQL Server in Python scripts, the data might be implicitly converted to a type compatible with Python. However, often an exact conversion cannot be performed automatically, and an error is returned. This table lists the implicit conversions that are provided. Other data types are not supported.

This article will get you started, and from there, the wide world of Anaconda awaits you.