Updated since 1.0.7
OMGPI provides simple usage of MySQL Databases. Use MySQL class to access it. An example of usage may be MySQL.set("UUID", p.bukkit.getUniqueId(), "Cookies", 9001, "Stats"); for Stats table, columns UUID and Cookies.
OMGPI does not use any databases by default, all possible usages of it are either Game plugins or custom modifications in OMGPI. But if a Game plugin does not make tables on its own using the mysql in OMGPI, you have to create all the tables on your own. All OMGPI games you find on the internet should have a tutorial on how to do it.