When scanning SQL databases such as MSSQL.  Is it possible for the scan user to authenticate through windows instead of directly through a database user?
 

You can accomplish this by adding domain=<name of domain> into the connection string, separated from the rest of the connection string by a semicolon, and not including it in the username field.
This should pass the credentials along in a way that NTLM understands and will allow NTLM to authenticate and grant access to the database with your scan user that is an AD user.