Begin by accessing Zendesk's API documentation to understand how to retrieve data from Zendesk Talk. You'll need to set up an API client in Zendesk and generate an API token. Use this token to authenticate API requests. The API documentation will provide endpoints specific to the data you wish to extract (e.g., call logs, recordings, etc.).

Develop a script in a programming language of your choice (e.g., Python, JavaScript) to interact with the Zendesk API. Use the requests library in Python or a similar HTTP client in other languages to send GET requests to the API endpoints. Parse the JSON responses to extract relevant data such as call details, timestamps, agent information, etc.

Once you have the data, you may need to transform it into a structure compatible with MSSQL. This involves converting data types, formatting dates, and cleaning any irregular data. Use data manipulation libraries such as pandas in Python to facilitate this process.

Ensure you have an MSSQL database set up and accessible. Create the necessary tables and schemas that correspond to the data structure extracted from Zendesk Talk. Define columns with appropriate data types and constraints to match the transformed data.

Use a database connector library such as pyodbc or pymssql in Python to establish a connection to your MSSQL database. Configure your connection string with the necessary credentials, including server name, database name, username, and password.

With the database connection established, write SQL INSERT statements to load your transformed data into the MSSQL tables. Execute these statements using the cursor object provided by your database connection library. For bulk inserts, consider using SQL Alchemy or directly executing bulk insert queries for efficiency.

After loading the data, perform integrity checks to ensure that all data was transferred accurately and completely. Execute SELECT queries to compare row counts and sample data between Zendesk Talk and MSSQL. Address any discrepancies by reviewing transformation and load steps, and make corrections as necessary.
By following these steps, you can manually transfer data from Zendesk Talk to an MSSQL database without the use of third-party connectors or integrations.