I've got a couple of data in text format and I have to perform some analysis onto it. I believe SQL can be really efficient but don't wish to use a server (like sql server or mysql) all I want is a straightforward engine I'm able to import the information into after which perform a couple of queries (in the local machine)

can there be this type of database ?

You should use SQLite. Here's an ADO.NET Provider

Is the data tabular? Or perhaps is it simply text files? If just text files you might like to consider using a full text indexing internet search engine for example Lucene (versions readily available for Java and .Internet).

If you are on Home windows you should use an Stand out spreadsheet as the database and declare so that it is an ODBC databases. The various tools with this are most likely in "System Configurations Administration" approximately.

After that you can download an easy ODBC SQL client to complete your queries about this source. I discovered a couple of of individuals by Searching for ODBC SQL client.