The Module Dataset is composed by the The Datasets Data Server Service that will receive the request from the various modules, access the data sources, and reply to the requests.
In order to fully leverage the Module Datasets is important to understating various advanced aspects such as: managing parallel requisitions, doing synchronous or asynchronous requests, mapping data to tags in the server side or in the client side the application, performance and others items.
If you are new user, or in simple projects, it's not necessary to review all those concepts up front, before using the Dataset Module. But, if you are deploying projects in production that required exchange of data with SQL database is recommended the you review those topics and how they may apply to specific solution architecture.
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The Dataset module, specifically the "TRunModule.exe (Dataset)" process, reads all project configurations relevant to this module but does not directly interface with the databases. Database access services are provided by TServer, with the Dataset module consuming these services.