@liosc Orange Command Prompt is available only on Windows when installed with .exe. If you installed the package, then you can install pymssql directly into the virtual environment you installed Orange in.

Thank you @ajdapretnar
I am on Windows but using the portable version. Can you tell me how to make available pymssql in this scenario?

@thocevar Would you happen to know?

Use Command Line to move into the Orange folder of the extracted portable package (...\Orange3-3.38.1\Orange). This way running the command python will pick up the python located in that folder (you can check this by running where python, which should list this location at the top). You can use it to install pymssql with python -m pip install pymssql. This installs the pymssql package into the python distribution that came with the portable package.

It worked. Thank you very much @thocevar @ajdapretnar