Do you mean changing the data type of the field itself or changing the value of the field? Any changes to the table definition (fields, keys) should never be done on SQL Server but in the table designer in C/SIDE. You can change field values directly on SQL Server, as long as those values are formatted in a way that NAV understands. Code type fields for instance are Varchar fields on SQL Server, and they are all caps. When you insert lower case values, NAV might not understand. The only other thing you need to worry about is null values. NAV does not understand null values, so you need to make sure all field values have values, even if they are blank (null is not the same as an empty string '').
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Thanks for the explanation guys, its very appreciated for a NAV beginner like me.