Yes, you'll need to install the bigiron module, since it includes the SQL Server dialect... the layer that translates generic commands into SQL Server syntax. (If you can connect to SAS/SHARE then you must have it installed.) You'll also need the SQL Server JDBC driver (jtds.jar... this ships with LabKey and should be in your <tomcat>/common/lib directory).

The datasource element in labkey.xml should look something like this:

  <Resource name="jdbc/msSqlDataSource" auth="Container"
        type="javax.sql.DataSource"
        username="sa"
        password="password"
        driverClassName="net.sourceforge.jtds.jdbc.Driver"
        url="jdbc:jtds:sqlserver://localhost/labkey"
        maxActive="20"
        maxIdle="10" accessToUnderlyingConnectionAllowed="true"/>

You'll need to substitute the appropriate url, username, and password. Start up the server and the log should show you if LabKey was able to connect to the msSqlDataSource. If it can, you should be able to define external schemas as you have with SAS/SHARE.

Adam