It is where you store and, in its simplest terms, store and interact with data. While some no-code tools come integrated, you may have to use an external service on some platforms.
For example, Bubble.io comes with an integrated database. You can easily create your data types and fields.
In the image above, you see Bubble's database manager.
The things in the red area show the data I keep in different tables in my database.
The information in the blue area shows the fields related to the User data type. Full name, profile picture, etc.
For example: If you decide to use Softr.io, you should integrate it with another no-code tool, Airtable.com, as a database.