Data mining is not part of SQL, data mining means to find the correct form of data.
SQL query is an inquiry to a database using the SELECT clause. SQL clause refers to one "building block" of a query - SELECT clause, WHERE clause, FROM clause, etc. SQL statements are used to perform actions over a database (such as update data, retrieve data, delete data, etc). It is a general notion of which query is a subpart. SQL expression is a combination of one or more values, operators and SQL functions that evaluate to a value. They can be used to query the database for a specific set of data.
The SQL language is subdivided into several language elements, including:
Clauses, which are constituent components of statements and queries.
Expressions, which can produce either scalar values, or tables consisting of columns and rows of data
Predicates, which specify conditions that can be evaluated to SQL three-valued logic(true/false/unknown) or
Boolean truth values and are used to limit the effects of statements and queries, or to change program flow.
Queries, which retrieve the data based on specific criteria
Statements, which may have a persistent effect on schemata and data, or may control transactions, program flow, connections, sessions, or diagnostics.
Insignificant whitespace is generally ignored in SQL statements and queries