Database on macOS
It looks like you are using macOS, if not go to the Windows or Linux page.
There are 2 options for databases, Postgres and SQLite. Look in the sections below for the right configuration.
NOTE: The steps below are not yet tested. If they are incorrect or you have additional information, please open an issue.
SQLite
SQLite might already be installed on your system. In case it is not installed you can use:
# using homebrew brew install sqlite3
Postgres
You can install it using homebrew (see below) or use some other method.
More info: https://www.postgresql.org/download/macosx/.
# using homebrew brew install postgres libpq
Build from source
Most of the steps for macOS are the same as Linux.