Support Multiple Authentication Methods and Multi-Database Connections

[ihari277]

Problem Statement

Currently, the MCP server only supports a single authentication method at a time (either Azure AD or SQL Authentication), and
can only connect to one database per server instance.

Proposed Enhancements

1. Support Multiple Authentication Methods
   The server should automatically detect and use the appropriate authentication method based on environment variables:

• Azure AD Interactive Browser: If AZURE_AUTH_METHOD=interactive is set
• Azure AD Default Credential: If AZURE_AUTH_METHOD=default is set (for managed identities, service principals)
• Azure AD Service Principal: If AZURE_TENANT_ID, AZURE_CLIENT_ID, AZURE_CLIENT_SECRET are set
• SQL Authentication: If SQL_USER and SQL_PASSWORD are set
• Windows Authentication: If WINDOWS_AUTH=true is set

2. Support Multiple Database Connections
   Allow configuring multiple SQL Server instances/databases simultaneously, enabling users to:

• Query across different databases
• Work with multiple Azure SQL servers
• Connect to both on-premises and cloud databases

Use Cases

1. Development vs Production: Use different auth methods for local dev (SQL auth) vs Azure (Managed Identity)
2. Multi-tenant applications: Connect to multiple customer databases
3. Data migration/comparison: Query data across different SQL servers