You can transfer data out of SQL Server to Excel with Copy Paste. This works very well for small amounts of data. You can copy the headers as well.

I have a SQL Server database called MikeTest and inside that there are several tables, one of which is called dbo.Names. I ran a SELECT against the table and then clicked the white area at the top left of the results pane. Then, I right-click and choose Copy with headers.

Now all you need to do is Paste right into your Excel sheet.