How does this work with Windows authentication?

Call me noob but I don’t get it. The documentation states the following…

Please keep in mind that check_mssql_health’s functionality is limited when using SQL Server authentication. This method is strongly discouraged . Normally there is already a Nagios-(Windows-)-user which can be used for the Windows authentication method.

So how is this possible on a Linux server? With an NRPE plugin on the remote machine? But how? What am I missing?