SSH, HTTPS, RDP and DBMS access to app with Auth0

Hi, I have a question about Auth0’s capabilities in this area.

Theoretically, we have on a Linux server we have an application in the DMZ zone of the network that uses SQL Server database on Windows Server in the internal part of the network.
I know that it is possible to create a connection to a SQL database to authenticate users.
Is it possible to Auth0 authenticate users on the connections mentioned in the title?