Cold Fusion Connector to MSSQL database

Ive downloaded the Events Calendar (dhtmlxScheduler) files but I cant figure out how to make the connection to my MSSQL database using cold fusion?

I am sure its just me but the instructions seem vague.

I am trying to figure out if this is what I am trying to do and if it is where does this code actually go? … onnector&s[]=connector.cfm

Any Help??