There are ways to connect your sqlserver from outside using SSMS..like i mentioned in this answer:Connect to Remote MSSQL db from Linux Docker container
This link has SSMS equivalent scripts for auditing..
first you need to try creating server level audit on
USE master ;
GO
-- Create the server audit.
CREATE SERVER AUDIT Payrole_Security_Audit
TO FILE ( FILEPATH =
linux file path) ;
GO
-- Enable the server audit.
ALTER SERVER AUDIT Payrole_Security_Audit
WITH (STATE = ON) ;
then you could individual databases as well or server level events as well.Below is one small example for database level audit
USE AdventureWorks2012 ;
GO
-- Create the database audit specification.
CREATE DATABASE AUDIT SPECIFICATION Audit_Pay_Tables
FOR SERVER AUDIT Payrole_Security_Audit
ADD (SELECT , INSERT
ON HumanResources.EmployeePayHistory BY dbo )
WITH (STATE = ON) ;
GO
you can run above scripts through sqlcmd,my answer i mentioned has more details on how to do this
further i think VSCODE is more flexible to run ssms scripts than sqlcmd.you can download it for free and configure mssql extension