At the very least you're going to need an installer for your own desktop application and you should clearly document and advertise which other 3rd party components need to be installed. After that, whats 'reasonable' all depends on the skills and size of your user base.
You might be selling to people who are quite techy, or dealing with a small number of installations which you can provide active tech support on, in which case you can live with some complication. Or, you might be selling to a bunch of people who wouldn't have the first clue if you asked them to install and configure SQL Server.
If you're dealing with a large number of users who perhaps are not techy, then you might need to look at something that is more automated, or at least some very good documentation with screenshots or a video or something.
As well as installing these 3rd party components, they'll also presumably need to enter some sort of connection credentials into your application for the SQL Server and SAGE? This will need documenting too.
If you're worried about the complications of getting your user to run the SQL Server installation, Microsoft offer SQLite which I've never personally used, but I believe it's embedded into your application as a dll to prevent the need for a separate installed and configured database server. Obviously it's not as fully featured as SQL Server, but it might be sufficient for your needs. Hopefully your developer has written the code so that it's agnostic about the underlying database, so it should just need minor tweaks.
In terms of whether your software is 'intuitive' enough to use, obviously that's impossible for us to gauge.
The best advice I can give you is to find someone who is representative of your user base. Let them install and try to use your software without any help from you and get some feedback so you can make improvements to your installation process and instructions before you start advertising it online.
