A common way I use SQL data is to preload additional information.
For example at a school, I have an external data variable configured for a SQL stored procedure taking email as a value for a parameter. (This uses Nintex Gateway for SQL on-premise).
I then create a form variable the to is set to use the external data / rows / first record / field.
I can then use this variable on the form.
If I do not want to use the data on the form but want it available for use in the workflow, I add a group control on the form. set that group to be not visible, add a label control inside the group.
Add all the form variables to the label that I want to use later in the workflow.
This way the variables will be populated with data as start event variables in the workflow designer.
Another method is to use a rule to set the value of a control (eg text short) to the value from the external data (first record), You might have that rule based on a condition that a control is filled (eg a data lookup control that feeds a parameter into the external data variable config)