Construct 2 probably won't integrate SQL commands, and for a good reason.
The correct approach would be to communicate with server side tech (php/asp.net/ruby) via AJAX, and you can already do that.
There are no tutorials for that, but if you guys really need this, I can whip something up (should take a while though).
As Fimbul said. Such an integration strongly relies on external programming of your server-side (which IS connected to the sql database) and ajax communication between the server and the client (the C2 app the player will be using).
It depends on what you are using as server-side app. For example, a CMS like Joomla allows you to use webcalls and expose some functions that an ajax call might communicate with.
I use also Elgg, relying on xmlrpc calls (different in the syntax than joomla's).
Nevertheless you'll need to know what you are doing and actually do some true coding in the server-side.
This can't be "made easy" in C2's way. At least I don't see how to, right now.