This is also possible using the minted
package and the highlighting tool pygmentize
The command for minted
inline code is called \mintinline{language}{code}
The inline highlighting will only colorize keywords, that are defined for the language and colored properly according to the highlighting style you choose.
\documentclass{scrartcl}
\usepackage{minted}
\usemintedstyle{vs}
\begin{document}
To create a table you could use the command \mintinline{MySQL}{ALTER TABLE}.
While \mintinline{MySQL}{DROP TABLE} deletes a table,
\mintinline{MySQL}{INSERT} enables you to insert something into a table.
\end{document}
Which gives you:

Note that the default highlighting style gives you green keywords and you need to use --shell-escape
to get pygmentize
to work.