MOVEit Central features a separate program, Convert to MS SQL Server, which can be used to create an empty MOVEit Central database on a SQL Server and to configure MOVEit Central to use that database. The program can also copy your existing database to the newly-created database. Once the process is complete, the Configure MOVEit Central program can be used to alter the settings.
Convert to MS SQL Server is not included in the MOVEit Central installation. Instead, you can download it from the MOVEit support site. Please read the article How do I get MOVEit Central to work with Microsoft SQL Server? on the MOVEit support website.