Creating JDBC connections using Microsoft SQL is explained in
http://publib.boulder.ibm.com/infocenter/ad51help/index.jsp?topic=/com.ibm.etools.rsc.doc/tasks/tdbconn_sqlserver.htm From that point, it is like in any other environment, eg:
Hashtable env = new Hashtable();
env.put(Context.INITIAL_CONTEXT_FACTORY,
"com.ibm.websphere.naming.WsnInitialContextFactory");
env.put(Context.PROVIDER_URL, "corbaloc:iiop:myhost.mycompany.com:2809");
Context initialContext = new InitialContext(env);
DataSource specificDataSource = (DataSource) initialContext.lookup("java:comp/env/jdbc/myds");