First off: you’re going to want the microsoft/go-mssqldb SQL driver to connect to a MSSQL DB. Second: SqlDependency isn’t a MSSQL feature as far as I know. I believe it is an abstraction in the .NET framework. You could dig around the source to see what they’re doing:
The short answer is: it’s possible, but it’s not going to be easy. It might be better to use an approach like @heidi linked to, depending on your requirements.