I mostly use psql but I use pgadmin3 when I use a GUI (apparently now pgadmin4, but I haven't tried the new version yet) and there's a new query button that opens a big text window in which one can write SQL. You can press F5 to run the query in that window, and can highlight parts of the query to run them specifically. The output is in an adjustable-size pane with adjustable-size columns at the bottom of the window.
I have used other database management tools. To me, it seems that pgadmin3's New Query window behaves pretty similarly to Microsoft's New Query window. I've used several other database GUIs (SQLyog, others) but there are none that, IMO, are night-and-day better than pgadmin3 for my basic uses.
I definitely believe that pgadmin3's interface for adding columns to tables is onerous, but that doesn't happen very often since MVC frameworks brought schema definition as code into the mainstream.