There are two ways to do this, using two different drivers

Right-click Databases > New Database Connection.

Connect via the JDBC driver:

select MS SQL in the Database type field

add integratedSecurity=true to the end of the connection string.

For example jdbc:sqlserver://localhost:1433;databaseName=test1;integratedSecurity=true

Connect via the jTDS driver:

select jTDS - MS SQL in the Database type field

specify a connection string in the following format

jdbc:jtds:sqlserver://localhost:9876/test1;domain=company

fill in Username and Password