Hello Willie,
Multiple people have answered in small parts correctly. I will summarize the complete answer for you.
First, just to confirm the facts, you are trying to connect an SAP BW system running on AIX/Oracle to an external SQL Server system in order to extract data from an SQL Server database back to the SAP BW database. If this is not correct, please let me know as my answer below might change.
In this scenario, Roman was correct. There is no Microsoft driver that enables a database connection from AIX to SQL Server. This means you cannot make the connection, period, regardless of what SAP database libraries you install. Since there is no Microsoft driver to support a connection from AIX then the connection is not possible.
Therefore, in order to make a connection from an SAP BW system in order to extract data, Reagan's answer is the only connection method possible. You can establish what is called a UDConnect connection type which uses Java. The details are in our SAP Note 1601608.
If we were not talking about BW (for example, if we were talking about remote monitoring of a SQL Server system from an AIX based DBACockpit or Solution Manager) then there is actually a slightly different answer that you could add a RedHat or SuSE Linux or Windows instance to the landscape and make all connections to the SQL Server system via that instance. But those options are only possible with remote database monitoring, you *cannot* do this for SAP BW data extractions from SQL Server. I only am adding the detail because maybe some readers have heard of the possibility of adding Linux/Windows instances to an AIX landscape.
Best regards,
Leslie
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Leslie Moser
Developer, Microsoft Platforms U.S.
Netweaver Development Tools
SAP Labs, LLC