The problem really is that the SQL server doesn't accept connections from my pc, so I had the IT guys install an embedded version of Python in a server that could connect to the SQL server, then from VS code im selecting that Python as the kernel, it's only work as scripting because everytime I run it it use that external Python to run the script in a terminal. On the other hand, the SQL scripts I run them on some Microsoft sql server application, and the Python I just wanted it to do different queries and then process the queries with pandas and export them formatted on excel or wharever.