External Scripts Enabled (server configuration option)
Applies to: 
SQL Server 2016 (13.x) and later
Azure SQL Managed Instance
Use the external scripts enabled option to enable the execution of scripts with certain remote language extensions. This property is OFF by default. When Machine Learning Services is installed, setup can optionally set this property to true.
Remarks
You must enable the external script enabled option before you can execute an external script using the sp_execute_external_script procedure. Use sp_execute_external_script to execute scripts written in a supported language such as R or Python.
For SQL Server 2016 (13.x)
R Services (In-Database) includes support for the R language in SQL Server 2016 (13.x), and a set of R workstation tools and connectivity libraries.
Install the R Services feature during SQL Server setup to enable the execution of R scripts.
For SQL Server 2017 (14.x) and later
Machine Learning Services has support for both the R and Python languages.
Install the Machine Learning Services feature during SQL Server setup to enable the execution of external scripts. Be sure to select at least one language during initial setup: either R or Python, or both.
For SQL Server 2019 (15.x) and laterMachine Learning Services has support for all R, Python, Java and other third party languages.
Install the Machine Learning Services and Language Extensions feature during SQL Server setup to enable the execution of external scripts for any supported language.
Additional requirements
After setup, to enable external scripts, execute the following script:
sp_configure 'external scripts enabled', 1;
RECONFIGURE WITH OVERRIDE;
For more information, see Install SQL Server Machine Learning Services (Python and R) on Windows or Linux.