SQL Server is the engine for databases, which live on an Operating System, which interfaces the Server’s hardware. Each of these components (SQL, OS, Hardware) are highly configurable, but this flexibility can lead to incorrect, or inappropriate choices. Imagine you have a car with a fast engine and aerodynamic body, but doesn’t have any tyres on its wheels – it’s not going to work too well.
A good DBA would have the experience to be able to advise you of the appropriate architecture and configuration of your current and future environment needs. She may use tools to benchmark and find bottle necks in the component parts.
It’s probably beyond the scope of a forum post to cover all aspects of performance tuning.
Here’s a good book on the subject (specifically SQL2005) :
If you have a specific problem – post the details.