We have data sync jobs that pull from sfdc into SQL. Basically you have to setup a SQL server connection under administrator, connections. Then create a data sync job to do mapping from SFDC (source) into SQL (target). Then we create scheduled to run the job. It in our case, it is a batch process.
This question is under CAI (cloud application integration) which is for more real time processes.
Now originally we started this back 2012/2013 or so. I think we had to have the network people do something so we could get to the SQL box initially but I have no idea on that part. It has been some time ago.