For me it worked best to export all data with this command:
mysqldump -u USERNAME -p --all-databases --complete-insert --extended-insert=FALSE --compatible=mssql > backup.sql
--extended-insert=FALSE is needed to avoid mssql 1000 rows import limit.
I created my tables with my migration tool, so I'm not sure if the CREATE from the backup.sql file will work.
In MSSQL's SSMS I had to imported the data table by table with the IDENTITY_INSERT ON to write the ID fields:
SET IDENTITY_INSERT dbo.app_warehouse ON;
GO
INSERT INTO "app_warehouse" ("id", "Name", "Standort", "Laenge", "Breite", "Notiz") VALUES (1,'01','Bremen',250,120,'');
SET IDENTITY_INSERT dbo.app_warehouse OFF;
GO
If you have relationships you have to import the child first and than the table with the foreign key.