With VMware Fusion or ESXi (if supported), sure it is.
Thank you Daphnissov,
For your quick reply.
When you say "sure it is", may I be allowed to ask: "How come you are sure?"
Since I cannot find it on the VMWare website?
Thank you André,
That was a good suggestion, VMware Compatibility Guide - Guest/Host Search
had not found that before. Have to say that I had to look twice before I understood, but it is clear that Microsoft SQL Server 2019 (and others) are supported by VMWare Fusion 11.5 for Catalina (and older macOS).
Thanks again, could only once mark any answer as "Correct Answer" so that goes to daphnissov.