Hi
Sql Server is a back office product of Microsoft which can run on Windows NT Server 4.0, Windows NT Terminal Server and Windows 2000. You cannot install SQL server in 95 or 98. You can install only sql clients in 95 and 98.
When they say Windows NT, it has lot of backoffice products which are very much required for the enterprises. It gives a complete set of sofwares for various applications in the enterprise like SQL Server (Database Management System), Proxy Server (Internet), MS-Exchange (Mail Server), IIS (Web Server) and so on. That why sql server can run only in the servers.
Hope this helps you