The Symantec Endpoint Protection Manager (SEPM) requires the following Microsoft SQL components:
•    Microsoft SQL Server Native Client
•    Microsoft ODBC Driver for SQL Server
•    Microsoft Command line utilities for SQL Server (bcp.exe & SQLCMD)

For SQL Server 2016 (RTM, SP1,SP2), SQL Server 2017

1. On the SEPM create a folder called SQL Client tools. i.e. c:\SQL Client tools
2. Open Web browser and goto the following URLs and select your language and click download the required components listed below

• SQL Server 2012 Native Client -QFE:  https://www.microsoft.com/en-us/download/details.aspx?id=50402
  • <Language>\x64\sqlncli.msi--Microsoft SQL Server Native Client
• ODBC Driver 13.1 for SQL server -Windows,Linux, & macOS: https://www.microsoft.com/en-us/download/details.aspx?id=53339
  • <Language>\X64\msodcsql.msi -- ODBC Driver for SQL Server
• Microsoft command line utilities 14.0.x for SQL server (x64): https://www.microsoft.com/en-us/download/details.aspx?id=53591
  • <Language>\X64\MsSQLCmdLnUtils.ms

Once all the files have been downloaded, open Windows Explorer and navigate to the folder you created in step 1. i.e. c:\sql client tools

Double Click sqlncli.msi to install the Microsoft SQL Server Native Client. 

When the install finishes, do the same for msodcsql.msi -- ODBC Driver for SQL Server and MsSQLCmdLnUtils.msi Microsoft Command line utilities for SQL Server

Once all of these have been installed, you can now install the Symantec Endpoint Protection Manager

SQL Server 2014 and Earlier
1. Execute the Microsoft SQL Server iso file to run the Setup wizard,
2. In Setup Role, keep the default option SQL Server Feature Installation and click Next,
3. In Feature Selection, select Management Tools - Basic and click Next
4. Complete the Setup wizard to start the installation,
5. Once the installation completed, it shows that in addition to Management Tools - Basic, SQL Client Connectivity and SQL Client Connectivity SDK have also been installed

Additional information:

Starting with SQL server 2014 Bcp.exe is now located in C:\Program Files\Microsoft SQL Server\Client SDK\ODBC\<version>\Tools\Binn.  When installing the SEPM you may recieve the error "SQL Server Client tools must be installed on your server".  If you run into this message, click OK and then click browse and browse to the location of Bcp.exe