Welcome to the OptoForums!
Currently, groov does not support a DIRECT connection to your database (yet! stay tuned!), but there are multiple other options -- which one is best for you will depend on what else you have going on there.
Are you using an Opto 22 Controller? If so, you might want to use OptoDataLink, which is part of PAC Project Pro, or can be purchased separately if you don't have Pro.
Are you using some non-Opto devices, perhaps via the KEPServerEX OPC UA server? If so, they have an ODBC driver which can move data in/out of a database for you.
Can you tell us a little more about your application/big picture?