Days 2 and 3 of Flex in a Week are all about Flex and connecting to data.
However, Flex cannot connect directly to a database like SQL Server.
You would first need to retrieve the SQL data and put it into XML format. Then you could use the web service to read the XML data.
I would recommend you to complete all 5 days of Flex in a Week since you have posted other questions on this forum and most of those are covered in the videos and exercises.
For clarification: XML is not the only format you can use. For more information about your options and a quick overview of server-side data access via Flex, see http://help.adobe.com/en_US/flex/accessingdata/WSbde04e3d3e6474c46c45e7b4120d413dc14-8000. html