Hello
UDConnect is the solution for that
You need to create a JDBC connection to the MSSQL server.
You need to have a BI Java stack for that.
You need to deploy MSSQL Drivers on the Java stack
You need create a connection in the NWA (previously using the Visual Admin tool).
In Tx RSA1 on ABAP you need to create source system with this information.
Regards
RB