The SQL query composer is an interface to create SQL queries, and the drop-down menus on the left-hand side give you an overview of the tables/columns/functions that are available.
A very basic query is to select the attributes that you want to load and subset the data based on an attribute.
In the example below I only select the region and sqkm attribute from the worldregions layer, and I subset the records by the region ('Antarctica').
More complicated SQL queries are also possible (based on joins between different tables, calculations, spatial queries), these require some more advanced SQL understanding.
Another possibility is to first add the layer, and then subset the layer with the Query Builder: