Hi Ezekiel ,
To be perfectly honest I don't know anything about "MSSql". You will need a MSSql JDBC driver, and context.xml will need changing appropriately. Why not write a simple Java application that accesses a MSSql database before you try to do it with a Web Application. That way you will know what to put in the context.xml file. Unfortunately I don't use Windows or MSSql, so I cannot do this for you. Please tell me what you find out.
Alternatively, you can use MySQL on Windows.