Current Odata Consumer connector doesn't have support for CSRF token support which requires Oauth2.0.This is currently in the road map for future releases.
If you are using Informatica Cloud Application Integration, you can refer the following steps
1. You can create a service connector for the OData URL
2. On the Binding tab, you can pass the token.
a. Either you can hardcode the token
b. If you are getting the token from some other API call, get the token and pass it as input to this service connector and use it as shown in the screen print
Let me know if you have any queries
Question, why you need to add one more layer(Odata) between MS SQL server and IICS? you may use connection based on MS SQL server right?