I had a similar issue with Liquibase needing the library in order to do integrated authentication. I followed some of the suggestions here.

1. Download the newest sqljdbc from Microsoft (I used the zip file)
2. Extract the zip and look for the 'enu/auth/x64/mssql-jdbc-auth-.x64.dll', copy this file.
3. Place the copied file into your Liquibase installation folder (C:\Program Files\liquibase\jre\bin)

I hope that this helps someone who came across this thread during Liquibase installation and needed an assist with integratedAuth