Hi Thomas,
you can use MSSQL in combination with Mendix. But you'll have to parse the data into a Mendix readable scheme.
You can use the database connector to retrieve data from the MSSQL database(s) and import it into the database you're using with mendix.
For reference:
Marketplace - database connector
I assume your goal is to move the whole application including screens/reports etc, right?
Let's say, you want to move as-is
-> First design your domain design - either use the same schema or refactor
-> Second - build your modules using Mendix pages / widgets
Use this widget to migrate your data but it may need some tweakings: https://marketplace.mendix.com/link/component/120423
Another way is to refactor:
-> Your domain design will be different
-> Applcation refactoring will also be different with different screens/flows
Migration will need more efforts, you may have to build your own mapping.