SQL doesn't have such data type, but depending of the type of document that you want to store, you could use that image data type, or the xml data type. If the documents are pdfs, Word, or excel, you could also use the varbinary data type.
for example the table below can store the filename and extension in the first two columns and the file itself in the third one. Optionally
CREATE TABLE [TestTable]
(
[ID] [int] IDENTITY(1,1) NOT NULL,
[FileName] [nvarchar](15) NOT NULL,
[Extension] [nvarchar](5) NOT NULL,
[Content] [image] NULL
)
Image data type and varbinary(max) can store up to 2GB file sizes.
