To use SQL Multi Script you need:
The following versions of SQL Server are supported:
- SQL Server 2005
- SQL Server 2008
- SQL Server 2008 R2
- SQL Server 2012
- SQL Server 2014
- SQL Server 2016
- SQL Server 2017
- Azure SQL Database & Virtual Machines
- SQL Server on Amazon RDS & Virtual Machines
- Google Cloud SQL for SQL Server & Virtual Machines
Azure Active Directory Authentication is not supported.