Do you only want to export data to the database? Or do you want your mendix application database run on the SQL server?
Do you want to run SQL scripts on your Mendix application to the SQL server?
To use the DatabaseConnector you need to build up your own SQL statement to execute via the ExecuteStatement or ExecuteQuery Java Action. ExecuteStatement is for INSERT, UPDATE, DELETE, and DDL queries. ExecuteQuery is for SELECT. or when you need data returned Mendix usually hides this away from you using the built in database functionality, but if you are looking to export to another external database this is something you need to do yourself.