I've had a quick google and can't imemdiately find anything,
but I'd be stunned if microsoft didn't have CLI to create
datasources on a microsoft OS.
Failing that if you can create an authenticated CF user I'm
certain that the admin interface to create datasources can be
exposed as a CFC but I don't recall the details.
Also, I'm pretty sure that cfquery type="dynamic" may help,
since it lets you specify a whole load of connectivity detail...
I'm being a bit vague, because I'm cooking right now. Google
is your friend though...