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

Installed from https://www.microsoft.com/en-us/download/details.aspx?id=36434

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!