In short, yes. The user will need to purchase/use a license obtained through a Microsoft vendor. While MS SQL is fully compitable and supported, we currently do not retail the license in-house. Depending on the distribution of MS SQL there may be different installation/configuration procedures. For more information check the Microsoft SQL website here. - https://www.microsoft.com/en-us/sqlserver/default.aspx
MS SQL Server Express is also available for free: http://www.microsoft.com/en-us/server-cloud/products/sql-server-editions/sql-server-express.aspx