Hi 007 and welcome!
InfoPath out-of-box gives you the username of the person logged into the machine. If all users are logged in to domain accounts, that may be sufficient, but in order to get more info from Active Directory, you will need to a) write some code, or b) use a product like Qdabra's Active Directory Web Service which lets you pull AD info (like first/last name, emp#, groups, etc.). SharePoint's UserProfileService also includes first/lastname but doesn't give you all of the AD properties.
InfoPath out-of-box lets you link your forms to SQL but we don't recommend using that because a) you can't convert forms to be browser later, and b) it creates a tight coupling with your SQL tables which means that changes down the road (inevitable) will create lots of migration headaches. We recommend creating a web service or using a third party Web Service like Qdabra's DBXL which lets you map all of your XSNs without having to create a separate web service for each. Bonus: it also includes ADWS and is way cheaper than if you had to have someone create a web service from scratch.
We're here to help you do what you want, so if you don't have the ability to use a third party tool, please search the forum. Many people have posted code snippets for how to query AD/SQL. With a Web service in place, you will have a very powerful data entry solution.
Best of luck,