Unless you purchase the SSO and put the tape device on a SAN, BackupExec will only write to a locally attached tape
You can, however, backup the SQL server from a media server on the DC (or any other machine) To do this, install the SQL Serial on the media server and the Remote Agent code on the SQL Server
Then make sure that the BackupExec service account is a SQL Admin, and select the SQL instances and away you go.