Jan, yeah I did add that Plugin “wordpress-database-abstraction”.
However I am able to connect to the MSSQL database using the sample PHP file which calls the sqlsrv_connect() I have provided database and credentials…It did connect.. but I am facing this problem when I am trying to create wp-config.php file for the MSSQL database.
Thanks for the information that your provided and thanks again for tagging this topic in the right forum!!! Hopefully I will find some way to do this, if I find it, I will post it.