SQL Data Mining Tools

You can start learning about data mining in SQL Server by following tutorials. 

https://msdn.microsoft.com/en-us/library/ms167167.aspx?f=255&MSPPError=-2147217396 

There is an Excel add-in that makes it easier for you to build models in SQL Server (using data from Excel or SQL).

I would also recommend you to look at Azure ML since Microsoft is no longer investing into data mining in SQL Server and focuses on Azure ML.

Tatyana Yakushev [PredixionSoftware.com]