while installing JIRA instance,i did not select any database ,i gone through default installation,now i want to connect database how ?
Actually, you did. You said "I don't want to use an external database" at some point, so it uses an internal file based database called H2 (or HSQL if you're on an old version)
You can, and should, move to one of the four supported databases. See https://confluence.atlassian.com/adminjiraserver071/switching-databases-802592192.html on how to do it.