In SQL Server you have a functionality called " Linked servers "that allows access to databases of other engines such as Oracle or MySQL (I use it with the latter to obtain data from MantisBT )
In this link to the TechNet have information on how create a linked server
Once you have created and configured the linked server, you can launch queries using openquery considering the query that you throw to the linked server as if it were a table more and making queries similar to the following:
select qMP.name as Project, SUM(qW.WorkTime)
from openquery(PBUGS, 'select id, name from mantis_project_table') as qMP
left outer join work_reporting as qW ON qW.MantProject = qMP.name
group by qMP.name