You can use the SQL Gateway to configure a TDS (SQL Server) remoting service and set up a linked server for Dynamics 365 Sales data. After you have started the service, you can use the UI in SQL Server Management Studio or call stored procedures to create the linked server. You can then work with Dynamics 365 Sales data just as you would a linked SQL Server instance.
Connect to Dynamics 365 Sales as an ODBC Data Source
If you have not already, first specify connection properties in an ODBC DSN (data source name). This is the last step of the driver installation. You can use the Microsoft ODBC Data Source Administrator to create and configure ODBC DSNs.