Mathematica has a built-in high-level interface to all standard SQL databases that allows immediate searching, reading, and writing of arbitrary data and expressions, as well as supporting general SQL database features, including discovery, result sets, and transactions.
OpenSQLConnection — connect to any JDBC-compatible SQL database
SQLExecute — execute any SQL command, generating Mathematica output
DatabaseExplorer — use a GUI to explore databases and generate notebooks
Import — import entire MDB etc. databases