SELECT statement

Is it possible to do SELECT statements in the Advanced > Convert this filter to SQL area?

I entered:

SELECT  "Close Date"."Calendar Year" saw_0,
"- Opportunity Custom Attributes".PICK_17 saw_1,
SUM("Opportunity Metrics"."Opportunity Revenue") saw_2,
SUM(SUM("Opportunity Metrics"."Opportunity Revenue")  BY) saw_3

FROM  Opportunities

GROUP BY "Close Date"."Calendar Year" saw_0,
"- Opportunity Custom Attributes".PICK_17 saw_1

ORDER BY saw_0, saw_1

And got

Error getting drill in information: ...

Error Codes: YQCO4T56:OPR4ONWY:U9IM8TAC:OI2DL65P

Odbc driver returned an error (SQLExecDirectW).

State: HY000. Code: 10058. [NQODBC] [SQL_STATE: HY000] [nQSError: 10058] A general error has occurred. [nQSError: 27002] Near <SELECT>: Syntax error [nQSError: 26012] . (HY000)