You have to download the 3rd party JDBC driver and point SQL Developer to it. You can read how to do it here.
Update: My colleague just told me this.
“If you at any point decide to use Windows authentication to connect (like I just did), you might hit this error:
Status : Failure -I/O Error: SSO Failed: Native SSPI library not loaded. Check the java.library.path system property.
…found a work around, which involves copying the ‘jtds-1.2\x86 (or X64)\SSO\ntlmauth.dll’ from the JTDS directory to the JDK’s \jdk\jre\bin folder. Then I restarted SQL Developer and it worked J”