You are correct SQL Server Migration Assistant (SSMA) supports migrations from Sybase ASE but does not support migration from Sybase Anywhere (ASA). If you try to use SSMA to connect to Sybase ASA you may get the following ODBC driver error:
You will have to migrate from ASA to ASE as explained here, to be able to use SSMA. Once the database has been migrated to Sybase ASE you can use SSMA to migrate to SQL Server, and the overall process is explained here.
Please download this old Migration guide on PDF format, that I am sure you will find very useful.
If your databases use binary collations, you may find query results are different on SQL Server compared to Sybase where ORDER BY clause is used. In that case, you can use the collation Latin1_General_BIN2 as the SQL server default collation or use the specify collation for the ORDER clause.
SELECT * FROM Table1 ORDER BY Column1 COLLATE Latin1_General_BIN2
Finally, your Delphi application may use ADO to connect to SQL Server. I tried to provide you a an example but the Editor did not allow me to share that with you.