In the Novell document "System Planning, Deployment, and Best Practices Guides" we can read :

ZENworks Configuration Management requires a dedicated Database Server that is not shared with
other database applications. This needs to be discussed during the design phase so that everyone
involved in the project (especially the database administrator) is fully aware of the requirements.
This might not be the case in very small implementations of ZENworks Configuration Management.

So it will not work well if a server has multiple instances of database? This is just a recommendation for performance purpose? It concern only MS SQL?