If you have spatial data for SQL server, can you use the spatial data (both geometry and geography) in another application for instance ESRI ArcGIS?
Is spatial data a standard that every GIS application can use it? For instance same spatial data can be used for SAGA-GIS, ESRI ArcGIS, Oracle Spatial, PostGIS without doing some convert or some edition in the data.
What system does spatial data use in SQL server? I heard that it use GPS? True? If yes, is there different version?
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Spatial data means that the data have a geometry. For example streets: not just a list of street names, but also the geometry of the road. Spatial data can be displayed as a map.
There are hundreds of formats for spatial data. There are formats that are stored in file (e.g. shape files *.shp). Other formats are stored in data bases (e.g. Oracle Spatial). Some formats are supported by many programs. For example shape files can be used by most GIS. Data stored in MS SQL Server can be used by ArcGIS (ArcGIS can use both Microsoft's SQL Server geometry and geography types).
There are hundreds of coordinate systems. A common coordinate system is WGS 1984. This is also used by GPS. GPS is not a coordinate system.
I cannot find any sense to your questions, or you have not asked them right, as everybody do when we are starting from 0-point, and maybe learning "alone"; let's try to help.
Imagine yourself flying with a paraglide; X and Y data are "where on earth is my shadow", Z is "where am I on Sky" (altitude), and many more data to be added as Speed, direction, etc can be added in the same row, in a different column.
Other conecptions can be thinking X and Y to determine the location of a thermometer, and the Z axis is "temperature". As a beginning, consider displaying data as points, from which you apply maths/stats to get info as trends in any place/location. If you have a database including many temp logging stations/thermometers across a country, for instance, you can get info as "temp map of UK, USA, Europe" or where ever your data belong to an extent, or just expect which temp will be where and when.
From my experience, I would say you should start getting a really basic and general high school grade GIS book, or use ArcView (easier to start) online user data, as 2nd generation GIS, since now is running 3rd gen of this tech, and it maybe quite messy if you have no basics. And for sure, dive into GIS blogs, there you'll fin very good info to start.
Then, regarding your questions, consider different concepts as morphometrics, GIS, Geostatistics, CAD, etc. And your very own way to do something, maybe new. Surfer, ArcGIS, etc , are GUI to manage spatial datasets, I would say.