Yep, I found what was the problem.

So, in the docker-compose that I've shown I didn't specify the version of the DependencyTrack Image, since this article is like 1 year old, DependencyTrack updated their image and it was not creating the tables.

By the way, another note, you need to be careful about the driver that you use of SQL Server.

For this specific version of DependecyTrack in this article, you need the java 8 driver.

The download link that I provided comes with 3 drivers with 3 versions, 8,11 and 13, please, for this guide you should use the java 8 driver.

I will update that info too for future folks.

Thanks guys for commenting! :)