You can only do it from the admin cp if your userid is listed in the includes/config.php file 'canrunqueries' variable, that looks like this:
Code:
$config['SpecialUsers']['canrunqueries'] = '';
if your id is there, then "Execute SQL Query" will appear under the Maintenance menu. You might also be able to do it from outside vb using phpadmin, for example, depending on what kind of hosting setup you have.
Edit: obviously they make it a little difficult because it's dangerous. If you have any doubt about it you should make a backup before doing anything.