1. We have AMJ files generated by OLELoad on Windows. Can I use them with FastLoad tool on Linux machine and export data from Microsoft SQL Server to Teradata?
2. What kind of driver should I install on Linux so FastLoad can communicate with Microsoft SQL Server?
No, you can't use the AMJ files on Linux. OLELOAD is Windows-only. And FastLoad can only communicate with Teradata.
Consider using TPT with Load and ODBC operators, plus a SQL Server ODBC driver.
I need to state here that TPT is only "certified" with ODBC drivers from DataDirect.
However, you are free to try to use any ODBC drivers you want.