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; 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.