Kerberos support through GSSAPI - Teiid 8.9 (draft) - Project Documentation Editor outlines how to connect to the server using GSSAPI/Kerberos.  I gather you are then asking about Kerberos to the source under Teiid.  See Data Source Security - Teiid 8.9 (draft) - Project Documentation Editor for some options.

Yes it is supported in Teiid 8.4 Kerberos support through GSSAPI   However it got refined in 8.8 for delegation model. However, we still do not support kerberos delegation to JDBC sources yet, see [TEIID-3005] Support Kerberos pass-thru to the data source - JBoss Issue Tracker

OK, here is what is supported and not

1) Your Application --> Kerberos Auth --> Teiid (supported)

2) Teiid --> Kerberos Auth --> SQL Server 2008 (should be supported)

3) Your Application --> Kerberos Auth --> Teiid --> Use same logged in kerberos token (No reauth) --> SQL Server 2008 (not supported TEIID-3005)

If you are only looking for (2), then consult JBoss EAP documents for configuration, it will be like configuring a security-domain in JBoss EAP then configuring data source with that security domain.

For ex:

Add following system properties

JAVA_OPTS = "$JAVA_OPTS -Djava.security.krb5.conf=/path/to/krb5.conf -Djava.security.krb5.debug=false -Djavax.security.auth.useSubjectCredsOnly=false"

then security-domain like

<security-domain name="host" cache-type="default">
   <authentication>
      <login-module code="Kerberos" flag="required">
         <module-option name="storeKey" value="true"/>
         <module-option name="useKeyTab" value="true"/>
         <module-option name="principal" value="host/testserver@MY_REALM"/>
         <module-option name="keyTab" value="/path/to/service.keytab"/>
         <module-option name="doNotPrompt" value="true"/>
         <module-option name="debug" value="false"/>
      </login-module>
   </authentication>
</security-domain>

Then data source like

<datasources>
    <datasource jndi-name="java:/sqlserverDS" pool-name="sqlserverDS">
        <driver-class>com.microsoft.sqlserver.jdbc.SQLServerDriver</driver-class>
        <connection-url>jdbc:microsoft:sqlserver://{host}:1433</connection-url>
        <driver>sqljdbc4.jar</driver>
        <pool>
            <prefill>false</prefill>
            <use-strict-min>false</use-strict-min>
            <flush-strategy>FailingConnectionOnly</flush-strategy>
        </pool>
        <security>
            <security-domain>host</security-domain>
        </security>
    </datasource>                               
</datasources>