Most of the website building tools which are commonly used today require the use of a database management system something like mySql or MsSql etc. However these database systems have to be running on the computer that are hosting the websites. Almost all of the website are hosted on computers owned by special hosting companies.
Thus you might not have database access for your website. This might be due to various reasons. Your webhosting company might not support a database, or your company cannot provide a database access on there servers.(Especially true for free hosting services)
With the rise of the popularity of XML its use in the websites, and webpages today is undoubted. Here is a simple tutorial on how to use XML, and its formatting language XSLT to display XML data on webpages.