You are correct, Pro*C is Oracle specific.
On the Windows/SQL Server side of the world research ESQL/C - short for "Embedded SQL for C". You can start here... http://technet.microsoft.com/en-us/library/bb463140.aspx
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Pablo (Paul) Berzukov
Author of Understanding Database Administration available at Amazon and other bookstores.
Disclaimer: Advice is provided to the best of my knowledge but no implicit or explicit warranties are provided. Since the advisor explicitly encourages testing any and all suggestions on a test non-production environment advisor should not held liable or responsible for any actions taken based on the given advice.