I was recently in an interview for a data analyst position and was told that an ideal skill would be to write a program in sql to automate retrieving information, by looking at different tables and merge them. Can anyone share a program like this?
You can write a SQL statement with different tables by joining them.
You can create a report in the SQL Server Reporting Service (SSRS) and use that query to create a report. You can schedule a report to be e-mailed or write the result to a specific folder. I wouldn't recommand SSRS now, you can beter start learning PowerBI.