Begin by familiarizing yourself with SpaceX's RESTful API. Visit the [SpaceX API documentation](https://github.com/r-spacex/SpaceX-API) to understand the available endpoints, data formats, and authentication requirements, if any. This will help you identify which data you want to extract and how to structure your API requests.

Install Python on your system if it's not already installed. Python is a versatile language suitable for making HTTP requests and interacting with databases. Ensure you have the `requests` library for making API calls and `pyodbc` or an equivalent library for database connectivity. You can install them using pip:
```shell
pip install requests pyodbc
```

Write a Python script to make a GET request to the desired SpaceX API endpoint using the `requests` library. Parse the JSON response to extract the required data. Here's a simple example:
```python
import requests

response = requests.get('https://api.spacexdata.com/v4/launches')
data = response.json()
```

Process the JSON data to match the schema of your MSSQL database. This might involve filtering out unnecessary fields, renaming fields to match your database columns, or converting data types. For example:
```python
transformed_data = [
{
'launch_id': item['id'],
'launch_name': item['name'],
'launch_date': item['date_utc']
}
for item in data
]
```

Establish a connection to your MSSQL database using `pyodbc`. You'll need to know your server name, database name, and authentication details (user and password or Windows authentication). Here's a basic connection setup:
```python
import pyodbc

conn = pyodbc.connect(
'DRIVER={ODBC Driver 17 for SQL Server};'
'SERVER=your_server_name;'
'DATABASE=your_database_name;'
'UID=your_username;'
'PWD=your_password'
)
cursor = conn.cursor()
```

Iterate over your transformed data and use SQL queries to insert each record into the target MSSQL table. Make sure your table structure matches the data you are inserting, and handle possible exceptions during the insertion process.
```python
for item in transformed_data:
cursor.execute('''
INSERT INTO Launches (LaunchID, LaunchName, LaunchDate)
VALUES (?, ?, ?)
''', item['launch_id'], item['launch_name'], item['launch_date'])

conn.commit()
```

After inserting the data, verify that the data in your MSSQL table is correct and complete. You can do this by querying the table and checking row counts or specific entries. Once verified, close the database connection to free up resources:
```python
cursor.close()
conn.close()
```

By following these steps, you can efficiently move data from the SpaceX API to an MSSQL destination using Python without relying on third-party connectors or integrations.