Actually none of them. They all provide some database-like features but a real database is even more powerful. For example, a database record looks a lot like a structure. A database provide fast searching somewhat similar to hashtable or dictionary look up. And all of those data structures can hold lots of data (for example, a list of structures representing customers).
A true database also provides persistent storage in files and more complicated selection operations. For example, you would select only customer records where the customer owes more than $50.
You'll learn just a tiny bit about databases in Lessons 35 and 36. Database programming is a huge topic, however, so if you decide you're really interested you should get a book that covers just that.
You can also use LINQ to make data structures such as lists and arrays so some of the work of a true database, although not necessarily as efficiently. You'll get an introduction to LINQ in Lessons 37 and 38. LINQ can be complicated but it's not as big a topic as database programming so after working through those lessons, you can probably pick up the rest by looking at Microsoft's and others' web pages.