Hi Prince Bhagat, I want to help you with your question.
If I understand you correctly, you want to know if Microsoft agents have a database service integrated. This is not the case. The agents are built very lightweight and include all known and heavily used libraries and functions to build code artifacts or deploy Azure resources. More information on what each agent OS system has installed can be found here: https://github.com/MicrosoftDocs/azure-devops-docs/blob/main/docs/pipelines/agents/hosted.md
But you can deploy a database server in Azure via a hosted agent (e.g.: https://learn.microsoft.com/en-us/azure/devops/pipelines/targets/azure-sqldb?view=azure-devops&tabs=yaml).
I hope this answers your question
If the reply was helpful, please don’t forget to upvote or accept it as an answer, thank you!