There are different ways to it, depending on your movie. For
a start, check out
XML is a popular way to do this. Check out the XML class, it
can transfer XML documents to a server, where some script can take
them, get the data and insert it to a DB.
Also nice for DB stuff is Remoting, that way you don't need
to serialize the data into XML. It really depends on your movie
what is best.
Some more examples can be found here: