I have been developing .NET apps for a long time and prior to that I was using LAMP. If you want to learn SQL you can get a free copy of Microsoft's development tools, specifically Sql Server Express 2012, and Visual Studio Express 2012. If you have zero sql experience I recommend picking up a book and learning that way to get started.
As far as Exchange you should get some computers / servers to practice on, or a really good one and use Hyper-V for lab setups. Spin up several of their eval licenses and configure the eval version of Exchange on Active Directory. I also recommend going through the features / roles of Windows server. Basically jump in, get books where you need the deep knowledge, but nothing beats hands on experience. Learn to talk the talk and walk the walk.
If you want a good practice server I recommend getting a Dell XS23-SB on eBay, I paid about $300 for mine, it has four "blades" that you can use. Or like I said get a kick-butt system and use Hyper-V.