Support for MsSQL Server in hale»studio is based on the generic Database export based on JDBC, and thus has the same limitations. For instance hale»studio needs the database schema to already exist in SQL server, thus you can only write to database that have already been prepared and loaded as target schema.
hale»studio supports writing both geometry and geography spatial data types of MsSQL Server but if any objects does not contain spatial reference system then (EPSG:4326) will be used as a default reference system. However, within this limit it is functional and may be useful to you.