How can I optimize web-spawned processes on Microsoft SQL Server?

Hey all. We’re using Microsoft SQL Server 2012 Standard on a Virtualized Windows Server 2008 Datacenter Edition.

Long story short, we have a database from a 3rd party. They are stating that the connections that our web application language (ColdFusion) is making are causing performance hits which cause that application suffer.

Is there a way I can find out the actual load of such processes on the SQL Server?