Is it possible to connect to a SQL Server database?

Not so much 'removed" as not done yet. Various volunteers have worked on porting from v3 to v4, but so far none have completed the work to a point where it can be included in the framework. Issue history here.

Thank you Dave! But the link refers to the MSSQL driver, I'm using SQLSRV on CI3, which is working perfectly. However in CI4, from what I verified it is not yet supported. I'll have to wait for the community to release a release with support for the sqlsrv drive.