Sorry for the late response, my VM had no internet and I needed to fix it.
So I figured it out by now:
- I had to get impacket first
-(git clone GitHub - fortra/impacket: Impacket is a collection of Python classes for working with network protocols.) - I had to run it with python3 so I put this at the start of the command line.
- I had to write the whole path from mssqlclient.py
I couldn have made it without the command from @tasidonya , so for point 2 and 3 please check out his command.
Btw I´m using the newest versions from VM and Kali linux