Hello @Pritam Chanda ,
welcome to this moderated Azure community forum.
The blog you refer to seems to make use of the Azure IoT Edge internal routing abilities.
You can also connect to the database with a regular database connection, as seen here.
If this is too complex for you and you are not bound to this database, check out some database alternatives as seen in this blog post.
Check out this free MS Learn module about SQL Edge.
On a more general level, custom Azure IoT Edge modules support the concept of having inputs and output. Just like lego, you can connect an output to one of more inputs using the internal Azure IoT Edge routing, made available by the EdgeHub module.
If Azure IoT Edge is new to you, check out this free MS Learn training module. Check out this exercise too.
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