Construct has default settings to prevent original data from being lost or altered. However, if you would like to write directly to a database you can change these settings.
In Construct, go to Tools > Options from the toolbar. Under the General tab, see the Advanced Database Options.
These settings will allow additional options within the Output node, including creating or appending to an existing table within a database. Within the Output node (see below) you will need to select the desired output type (creating a flat file or writing to a database) keep in mind that Construct will automatically select the best driver available for the output type. When writing to a database, be prepared to select the desired server and table, and enter your database credentials.