[eluser]Unknown[/eluser]
Wow
Yes, CodeIgniter does support SQL servers (MySQL, MSSQL, MySQLi, ODBC, Postgre, SQlite as well as some others right out of the box. There are probably several more third-party "plugins" that will work with CI as well.
As far as you wanting to know how to connect to an SQL server, I would say go have a read at the CodeIgniter.com User Guide. Familiarize yourself with CI by doing some tutorials and then look in the User Guide for the database section.