I just ran into a need for sqlcmd without SQL Server. I’m on Windows Server 2016 Datacenter.
I installed Microsoft® ODBC Driver 11 for SQL Server – Windows, with filename msodbcsql.msi
This is a dependency for Microsoft Command Line Utilities 11 for SQL Server, with filename MsSqlCmdLnUtils.msi
I installed from https://www.microsoft.com/en-us/download/details.aspx?id=36433
I chose the 64-bit versions of both.
Restarted my console session and able to run sqlcmd without SQL Server!