This post is long overdue, but the great folks at SQLServerCentral are just updating their tutorials on Machine Learning on SQL Server and that is a great opportunity for a refresher.
Recently Microsoft has released much improved versions of SQL Server software, both for server-side and client-side, so this post is mainly to point you to the right direction to find the best resources and update your suit of Database Administration tools.
Firstly, here is the first article on the Stairway to ML Services from SSC. You will need to install these modules at the database server. Then there is the new SQL Server Management studio installer. For the first time in a lot of time, the standalone SSMS installer works as expected, with no need to get access to a full server ISO file to get the complete Management Studio package.
Finally, the new SQL Server Data Tools (SSDT) are a much improved version of BIDS, that now it is integrated into Visual Studio Community 2019. You will need to install VS Community first, then add the appropriate extensions from within the application. Be sure to look for the SQL Server Integration Services Projects.
While you are at it, you can give a try to Visual Studio Code. This is a text-based code editor that has extensions to lot more languages and services than just the classic Visual Studio IDE that we all know.
Connecting all these tools and making the best use of cutting-edge technology is a long learning journey. I guess not only the Machines are Learning after all!
The Lonely DBA 