Data is... data.
Databases hold data.
The structure, programming, user interface and so on differ between Access, SQLLite, SQL/Server, Oracle, DB/2 and so on - but your game data is just text strings, numbers, and perhaps binary objects such as images. Any of these databases can hold that data.
To get from one DBMS (Database Management System) to another might be easy or might be a chore (exporting to a least common denominator format such as "comma separated values text" and importing), but it can certainly be done one way or another in any of
these.