MSSQL Support for Craft? Is there a MSSQL support for Craft CMS?
Or any plugin that can help to connect to a MSSQL database?

Thank you!
Assuming you're running Craft CMS 3, the Connect plugin will let you connect to MSSQL databases (local or remote)

You'll just need to do:

composer require yiisoft/yii2-mssql


...on your Craft CMS project. To be clear, this doesn't add support for MSSQL to Craft itself, it just lets you query MSSQL databases in your Twig templates.