Cause of the problem
This error will occur more likely, when you have installed BizTalk360 on a stand-alone server.
Solution for the problem
To resolve this issue, install the BizTalk Enterprise Adapter pack (in this case the WCF-SQL adapter) in the server where BizTalk360 is installed.
You will face similar issue for other enterprise adapters like WCF-Oracle. So, if you are using any of the enterprise adapters, please install them on the server where you have installed BizTalk360.
You can also read this blog post: BizTalk Admin only installation bug : Failed to create WCF-SQL Transport Component which helps to address this issue.