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If you compare C vs SQL, this is the argument:
In contrast to procedural languages
such as C, which describe how things
should be done, SQL is nonprocedural
and describes what should be done.
So, the how part for languages like SQL is specified by the language itself, is it? What if I want to change the way some query works. Suppose I want to change the way a SELECT is handled. Is that possible?
Not strictly by the language (ie. SQL), but normally by the database and its optimiser. As such, even where the same data is being queried from tables with the same structures and the same indexes, some databases will build the resultset in a different way to others.
To some degree, yes. You can either:
Neither of these directly instruct the database engine which approach to use, but both of them will affect how the resultset is returned – this is likely to vary between databases.
Additionally, I understand that some databases have additional interfaces that allow more low-level interaction with the database engine, enabling greater control over how a query is built than is possible from plain SQL. (However, your question did specify SQL.)