This 4 word question is actually much more complex than it leads on...
A database is a way to store information for rapid retreival from a hard disk, the most common used elements of a database are stored in the systems RAM.
A MySQL database has several layers, hardware, software and transitional stating.
Transitional stating takes the data from the hard disk and moves it to the RAM so it can be read and altered much quicker.
RAM = Measured in nanoseconds
Hard Disk = Measured in miliseconds
So in short it is a way to speed up in and out access of data.