Quick Question about Forms...

Okay, so after this week's class (and some playing around), I've created and linked a form for my final project to my website. That said, at the end of last week's class, Jim was talking about linking your form to a database so as to collect the information that you're soliciting from your users. Now it only makes sense that this is something we'd want to do, considering that the only reason to ask someone to fill out a form is to use the information they provide for something--unless you just like to make people fill out useless data, in which case, you're in business! So anyway, I'm wondering how we actually do that. Should we know already or will we cover this more later? I'm just throwing this out there and if anyone has any ideas, I'd love for you to share them. Also, since my form isn't currently connected to any database, where exactly does the information that you submit go? Hmm...