For your screenshot, did you install the Microsoft SQL JDBC driver, (you can download the jars from microsoft sites)
Place the Java classes for the JDBC driver in a location that Integration Server can
access, typically the server’s classpath.
To place the classes in the server’s classpath, place the .zip or .jar file containing
the classes in the Integration Server_directory\instances\instance_name \packages
\WmJDBCAdapter\code\jars directory.
Restart Integration Server.
The server automatically adds
#Integration-Server-and-ESB#webMethods