In sqlcmd, you can connect to a different server by this command:

:connect MyServer

The above command will attempt to use integrated / Windows Active Directory authentication. To use traditional Sql Server authentication, use this instead:

:connect MyServer -U MyLogin

You can do the same kind of thing in Oracle Sql Plus by using this command:

conn[ect] MyLogin@OracleSID

For mysql command line, use this:

connect -h MyServer -u MyLogin -p

That is assuming that you are allowed to login to the MySql server from whereever you are now.