When we use the name Delphi, we often tend to mix the language (Delphi or Object Pascal, as you prefer) with the IDE (including all related tools). Sometimes, this gets extended to the libraries that come alongside the (main) product.
Moreover, it is not so unusual to push the concept even further and consider everything included, even third-party libraries (open source and commercial libraries from vendors).
This happens because we identify Delphi as a toolset to build applications and not merely just a language. This is true, to some extent. You are not going to execute a SQL query using the Delphi language; you'll use a Data Access Components (DAC) library for Delphi. This library will provide you, through the Delphi language and IDE (that is, providing convenient components to be used in the IDE), with the ability to execute SQL statements while returning some Delphi-compatible data structure (that is, a TDataSet descendant or equivalent...