I don’t know much about the sqladapter gem and how to get it working on Linux (what dependencies, libraries are needed, etc.), but I had a similar situation where I needed to store my data in an SQL Server backend. In my case, I used TorqueBox (a nice JBoss-based Rails server running on JRuby), which included the JDBC drivers for SQL Server (made using SQL Server super, super easy). By using JRuby (Java) instead of the native Ruby, it didn’t matter which platform I used for development, staging, or production; my environment and dependencies were the same regardless of OS.
As far as the actual deployment process, I would seriously consider using Capistrano; I would think it would be possible to use Capistrano on Windows with Cygwin or something similar to deploy to Linux.