Pagination is the process of splitting a large amount of data into pages. The simplest way to see it is on the forums here: going to any forum category, such as this one, you'd notice how it has '108 Pages', then a few links to take you to page 1 through 4, and beyond. You can see it about anywhere really, and its a really popular subject people write tutorials on it, so you shouldn't have too much trouble finding some.
As for your question on a database, you will have to elaborate a bit further on what you are asking. As most of the tutorials written on pagination would be focused on that very subject, they wouldn't go into detail on the very basics of how to connect to and use queries with a database (there are a million tutorials on that as well). Some pagination tutorials use different techniques and may or may not give you an example of pulling the data from a database (I'd imagine most would however). If you could refer us to a specific tutorial or restate your question we would be glad to help you.