Is there a way to execute a query directly from the query builder? The only way I see to do it now is to copy the SQL to a new query, then execute, go back to the builder, make a change, copy SQL to a new query, execute, and so on. This seems rather cumbersome. I saw an old post that this functionality was coming, but that was a couple of years ago.
There is no such option. And the primary reason is how the various tabs in the interface are 'parents' and 'children' of each others. The QB tab cannot have a 'child' RESULT tab – only a QUERY tab can. If a RESULT tab (and MESSAGES and PROFILER tabs) should fit in the bottom of a QB tab the size of the canvas would reduce, and there is not too much space already.
But we have this in our issue-tracker: http://code.google.com/p/sqlyog/issues/detail?id=364 . We would let the program open a QUERY tab, paste the generated query there and execute it. That can be done. The question is: should we open a new query tab every time or just open such once and next time append a (new) query to same tab?