Brief Techie Diversion:
So, you are not a SQL guy, but you occasionally get tasked with mildly related SQL stuff. A vendor asks you to try running a query from a local client of SQL Server Management Studio (SSMS), which you've always just run directly on the server via an RDP session. They assure you that SSMS can indeed be installed on a desktop, and so you're off to your desktop to try it out as a troubleshooting step they have recommended for another problem.
So, thirty joy-filled minutes of hunting with no luck for how exactly to install JUST SSMS later, and I finally sorted it out.
Disk 1, find and run the file "SQLRUN_TOOLS.MSI". Then select the relevant components you need, and Great Scott, there it is! Simple to do now, but last night it was rather frustrating.