At ArcGIS 10.1 & 10.2, the SQL Server Native client is not automatically installed with ArcGIS Desktop (as per previous ArcGIS Desktop versions) – it must be explicitly installed.
The SQL Server Native client can be downloaded from the Customer Care Portal.
Customer Care Portal: https://customers.esri.com
Login. Under My Software > Click Software Download
For 10.1:
Under DBMS Support Files > Click DBMS Support Files for ArcGIS 10.1
Under Microsoft SQL Server 2008 R2 Native Client > Choose either the 32-bit or 64-bit version > Click Download button.
For 10.2:
Under DBMS Support Files > Click DBMS Support Files for ArcGIS 10.2
Under Microsoft SQL Server 2012 SP1 Native Client > Choose either the 32-bit or 64-bit version > Click Download button.
More Information:
http://wiki.gis.com/wiki/index.php/ArcGIS_10_vs._ArcGIS_10.1#Client_libraries_for_Geodatabase_Connection
Under Geodatabases > “Client libraries for Geodatabase Connection”
“The installation of ArcGIS 10.1 doesn’t include client libraries for the various relational database management systems (DBMS). These have been provided on the Esri Customer Care Portal for user downloads to set up connections to the intended DBMS.”
It is also further reiterated via the following ArcGIS web help:
Database clients
http://resources.arcgis.com/en/help/main/10.1/index.html#//019v00000009000000
“…You can obtain DBMS client installations from the DBMS vendor or download them from the Esri Customer Care portal. “
Tania T.
Esri Australia Technical Blog 
The link , https://customers.esri.com , redirects you to MyEsri. From here it is unclear where to go to download software.
I aggree with Paul, where in MyEsri to I go to find the native client downloads?
https://my.esri.com/#/downloads (My Esri / My Organizations Products / Downloads )
Click “View Downloads” on one of the ArcGIS for Server Enterprise” Products.
Select “Additional Products” at the bottom of the Product download page.