Microsoft is making use of built-in security capabilities to help many of its own products and services meet GDPR requirements. SQL Server on-premises, SQL Server on Azure Virtual Machines, Azure SQL Database, Microsoft Analytics Platform System, and Azure SQL Data Warehouse have some shared and some unique security capabilities that can be applied to different scenarios. Here is a brief intro on how to utilize these technologies and a few best practices.
This information comes directly from Microsoft. Want to learn everything about SQL and GDPR? Check out the complete white paper on Addressing GDPR Requirements with the Microsoft SQL Platform.