First it is important what version of CMK agent do you installed (1.5 or 1.6)?
For this task the plugin “mssql.vbs” exists. It is possible that you must configure a small ini file for this plugin if your database don’t allow the connection as local system.
The plugin “mk_mysql.vbs” must be used. There also a small configuration file for the database credentials is needed.
Inside the normal CMK agent there as already a very bare monitoring for the IIS (wmi_webservices).
But the plugin @kdeutsch mentioned goes more in depth.
I don’t know any of these software products 