when you start the database then start Widlfire, the first web page you see should be the setup screen for wildfire. http://localhost:9090 should take you to the setup page (and later the admin console) From there you can setup your JDBC connector for SQL.
I would just add to create an ID in MySQL with a password and give that user permissions to the Wildfire DB schema. Use that ID and P/W when you run through the setup.
please consult your sqlserver manual for a JDBC driver and copy it (it is usually a .jar or a .zip file) to the wildfire/libs directory if you get class-not-found errors during specifying the JDBC driver class.