What does "some random third party" have to do with any of it? An SQL server can expose HTTP directly. SQL is not the only query language that exists.
SPARQL's standard protocol for sending Queries uses HTTP[1], and yes, of course it allows clients to define the query that it sends over HTTP. HTTP QUERY would be ideal for SPARQL queries. There are also many unprotected SPARQL endpoints that you can use without any authentication [2][3].
[1]: https://www.w3.org/TR/sparql11-protocol/#query-operation