Hello Steve,
Thank you for posting in Microsoft Community.
I understand that you're having trouble with your new Surface Pro 9. Regarding your issue with Microsoft SQL, the installation of SQL Server is only supported on x64 processors (AMD and Intel). It is no longer supported on x86 processors. For more information, see SQL Server 2019: Hardware & software requirements - SQL Server | Microsoft Learn.
The Surface pro 9 an ARM based processor may not be compatible of installing SQL server due to its limitations. To learn more about this, see ARM-based Surface devices FAQ - Surface | Microsoft Learn.
You may also find this article helpful, Support policy for SQL Server - SQL Server | Microsoft Learn.
Kind regards,
Lavenia