As an example, what about examining Jesus' interaction with the Roman Centurion using historical documents explaining how the Roman Army was run?
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I will answer, because (as you may have noticed from my other answers) I'm about as "Sola Scriptura" as they come.
Basically, we believe that Scripture was given by God as the standard for His people to use in determining truth.
(See also Titus 1:9.) Since Scripture adequately equips you to correct false doctrine, that implies it is the standard of truth.
So the point is this: If a person teaches something contrary to Scripture, they are wrong.
That is not to say that everything outside of scripture is wrong (or "not from God")... just everything contrary. Therefore we reject any teaching which opposes what we know (based on Scripture);
So the only safe bet is to use Scripture as the foundation of all of your doctrine. (Additional elements include understanding the Scriptures, being led by the Spirit, recognizing the teachers God has given, etc.)
So as I said, the answer to your question is "no." In fact, studying history is incredibly helpful in understanding Scripture. (When preparing for sermons, I have often found the NIV Archaeological Study Bible very helpful in bridging contexts between the ancient world and our own.)
I think the big distinction between Sola Scriptura and opposing views is that if the Bible says "X" and an external source says "Y", we consider the external source rubbish, whereas others may attempt to reconcile the two, sometimes by re-translating the Bible.