How can I connect to SQL or MYSQL database is there any coding? Please help me!

It might be easier if you say what you are trying to achieve in linking to a database.
Typically learning modules don't communicate directly to a database but data from them is processed through a management system.
Passing information directly to a database will need some java script and could run into a few security issues on the way.

can you send me some javascript please thanks[:)]

I'm assuming that you understand SQL syntax, Javascript generally and the concepts of applets, servlets and have some knowledge of JDBC.
You will need to know these to get any message passing working.
If you just thought 'errr what?' then you are probably best advised to go no further.
http://www.onjava.com/pub/a/onjava/2002/01/23/javascript.html is a nice simple article on this.