How do you turn data from SQL table into an Excel File?

What do you mean 'you have a sql file'? Do you mean SQL Server? If so, try something like this.

import pyodbc
import pandas as pd

cnxn = pyodbc.connect(< db details here >)
cursor = cnxn.cursor()
script = """
SELECT * FROM my_table
"""

cursor.execute(script)

columns = [desc[0] for desc in cursor.description]
data = cursor.fetchall()
df = pd.DataFrame(list(data), columns=columns)

writer = pd.ExcelWriter('foo.xlsx')
df.to_excel(writer, sheet_name='bar')
writer.save()

Or, you could create your query like this.

import pyodbc
import pandas as pd

cnxn = pyodbc.connect(< db details here >)
script = """
SELECT * FROM my_table
"""

df = pd.read_sql_query(script, cnxn)

Here's one more way to connect to the data.

import pypyodbc 
cnxn = pypyodbc.connect("Driver={SQL Server Native Client 11.0};"
                        "Server='ServerName';"
                        "Database='DatabaseName';"
                        "Trusted_Connection=yes;")

#cursor = cnxn.cursor()
#cursor.execute("select * from Actions")
cursor = cnxn.cursor()
cursor.execute('SELECT * FROM Actions')

for row in cursor:
    print('row = %r' % (row,))

I already showed you how to dump everything into Excel.

To export data to a file login to sqlite shell and perform below operations

sqlite> .mode csv
sqlite> .headers on
sqlite> .output results.csv
sqlite> select * from cm_data limit 3;
sqlite>