Microsoft has made available many free downloadable apps for SQL Server, Azure SQL Database, and/or Azure Synapse Analytics (formerly Azure SQL Data Warehouse), including:
A list of most of these SQL tools and utilities can be found at the SQL tools overview and command prompt utilities pages.
Extensions for the Microsoft Visual Studio suite of products can be found at marketplace.visualstudio.com. Extensions add support for languages not included in Visual Studio, aid in IDE development, or perform a specific task.
Some current popular extensions are:
Extensions can be free, preview, or paid. Paid extensions are often charged per user per month. Preview extensions are eventually converted to paid extensions. Extensions are either written by Microsoft, third party vendors, or individual developers.
More information can be found at code.visualstudio.com/docs/extensions/overview.
The open source dbatools.io project allows you to download free PowerShell scripts or cmdlets to help with various SQL Server tasks. A list of current commands is available at dbatools.io/commands. A keyword search can be done at docs.dbatools.io.
On January 10th 2018, Microsoft announced the release of a new product: PowerShell Core 6.0. PowerShell Core is open-source, built on top of .NET Core (CoreCLR) and runs on Windows, macOS, and Linux.
More information is available here.