First you need ext pdo_dblib

#app.ini

sqlsrv.params.adapter= PDO_Mssql
sqlsrv.params.host= localhost
sqlsrv.params.username= user
sqlsrv.params.password= xxxx
sqlsrv.params.dbname= db_foo
sqlsrv.params.pdoType= dblib

#models/User.php


public function fetchAll()
{
	$configuration = Zend_Registry::get('configuration');
	$dbAdapter = Zend_Db::factory($configuration->sqlsrv->params->adapter, $configuration->sqlsrv->params->toArray());

	$select = $dbAdapter->select()->from(array('u' => 'user'), array('u.*'));
	return $dbAdapter->fetchAll();
}