It's put into a database.
Which database it goes into is "whatever the people running the system choose to put it in".
I suspect you need to spend some time reading the documentation, rather than asking us about the basics, it will be quicker and you'll learn more.
Check this out:
The second link is a very convinient source for exporing JIRA DB scheme
Generally, yes, it's the same database structure.
But. Forget it. You don't want to touch the database.
1) SQL is the worst possible way to interact with JQL data. It's messy, complex, slow and you cannot use it to write data at all.
2) You're on Cloud, so fortunately you don't have any choice as you have no access to the database at all. You will have to use the REST interface.
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