Hi, some community modules are available. You should try to review those modules

On which Version you want to integrate?. Here am listing some related modules. 

For V11,  https://apps.odoo.com/apps/modules/11.0/connect_mssql/

For V13,  https://apps.odoo.com/apps/modules/13.0/base_external_dbsource_mssql/ 

Hope it works for you..