SQL Server 2005 or later version allows hosting DOT NET CLR (Common Language Runtime) Object in Database. That is, you can write Stored Procedure, Triggers or Function with C# or VB and can host those in your SQL Server. Thus CLR extends SQL Server functionality allowing you to write Database Objects in any programming language of your choice.
First of all, CLR is not enabled in SQL Server by default. You have to enable it. This is straight forward using following SQL Commands.