Connecting R to a SQL Server can be achieved using the RODBC or RJDBC libraries. Under CentOS this is a little more challenging than Windows and is generally achieved by installing the freeTDS ODBC driver and using the RODBC library. I found compilation a little difficult under CentOS 5.7 and so I moved on to JDBC instead.
After installing the JDBC from https://www.microsoft.com/en-us/download/details.aspx?id=21599 and unpacking to /etc, it was simple to connect to a database as follows:
drv <- JDBC("com.microsoft.sqlserver.jdbc.SQLServerDriver", "/etc/sqljdbc_3.0/enu/sqljdbc4.jar")
conn <- dbConnect(drv, 'jdbc:sqlserver://server_address', 'user', 'password')
dbListTables(conn)