You need to make sure you set up the MSSQL repository for the mssql-tools and then install it. None of the MSSQL stuff is available out of the box.

Caveats:

• 16.04 is the only available version of Ubuntu supported at the time of this post.

• Since this post, only LTSes are guaranteed to work, interim releases may work but LTSes are preferred environments.

(Source)

NOTE FROM THOMAS WARD: These are from Microsoft, I don't necessarily endorse all their recommended procedures.

Install tools on Ubuntu

1. Enter Superuser Mode

   sudo su

2. Import the public repository GPG keys:

   curl | apt-key add -

3. Register the Microsoft Ubuntu repository:

   curl > /etc/apt/sources.list.d/msprod.list

4. Exit superuser mode:

   exit

5. Update the sources list and run the installation command:

   sudo apt-get update
   sudo apt-get install mssql-tools