The Database Connectors interface for MSSQL is an add-on module. The installation includes a .DLL or .so file that is detected at run time. It is not necessary to relink the run time system.
Typically, the setup is one of a client machine using a Database Connectors connector to access an SQL database on a separate server; however, your SQL server and your client can be on the same machine. The Database Connectors interface can be executed on a machine that is running any supported Windows or Linux platform.
See To Install Database Connectors for Microsoft SQL Server for details on client and server configuration, regardless of how you are set up.