install JDE 9.2.0 with SQL Server

No - you're wrong there. 9.2 uses the Java Based OUI. You need to get the install.jar file, run java -jar install.jar - but make sure you're using the right Java ! JDE needs the 32bit JDK. Then hit next, next, next, next, next, install - and then you're done....
Ahhh, but which Java? OpenJDK, Oracle JDK or Oracle JRockit?? This is all so confusing. What happens if you use JDK8 instead of JDK6? Would JDK7 work? Can you just use the JRE or do you need the full JDK? You say use the 32bit version but what if they are using SQL Server version 1? That was 16bit and ran on OS/2 so I don't think 32bit Java would work.