HTML are markup languages, basically they are set of tags like <html>, <body>, which is used to present a website using css, and javascript as a whole. All these, happen in the clients system or the user you will be browsing the website.
Now, Connecting to a database, happens on whole another level. It happens on server, which is where the website is hosted.
So, in order to connect to the database and perform various data related actions, you have to use server-side scripts, like php, jsp, asp.net etc.
Now, lets see a snippet of connection using MYSQLi Extension of PHP
$db = mysqli_connect('hostname','username','password','databasename');
This single line code, is enough to get you started, you can mix such code, combined with HTML tags to create a HTML page, which is show data based pages. For example:
<?php
$db = mysqli_connect('hostname','username','password','databasename');
?>
<html>
<body>
<?php
$query = "SELECT * FROM `mytable`;";
$result = mysqli_query($db, $query);
while($row = mysqli_fetch_assoc($result)) {
// Display your datas on the page
}
?>
</body>
</html>
In order to insert new data into the database, you can use phpMyAdmin or write a INSERT query and execute them.