On my own I never tried Joomla on Sql Server. In the past I worked with it, but since I am a Joomla addict, I never did any project with Windows servers.
I think it is a general Joomla question.
Cook is not specialy designer for that, but I would not think it a problem.
When you instance your DB in the table and in the model, just change database driver from those supported by Joomla.
If you want to use only for one particular table, then override the __constructor of your both models.
Change the $options in parameters. (By memory, because I do not have much time to check)
Do the same, when you want to catch a table outside of your component (or another MySql DB) and drive it with your own MVC structure.
That's it.
If you cannot do it I cam come back with more detailled explainations...