Hey @riskaone!
That option only supports Postgres and MySQL databases. If you create an app you should be able to change it to connect to your MSSQL database by editing the connected resource:
I've also included a sample JSON that you can import to make your app. It's based on this post which outlines the slightly different syntax you need to search an MSSQL database. Again, you'll just need to change the resource in the query!
example-20app.json