FGx stores aircraft and airport lists in a local database. When you start FGx the first time you have to choose in settings which engine you prefer or which one is installed on your system. There are two selections at the moment:
- sqlite (default)
- mysql (expert)
When you choose SQLite this is default and you do not have to fill out any other fields. For MySQL you need access to your local database with host, db name, user and password. MySQL option is something for advanced users, and it is a bit faster than using SQLite.
FGx detects if there is a sql engine installed or not. In case there is no database available you will see aircraft and airport list anyway because there is a "fallback" to a simple list.
PS: On OSX sqlite is installed on your system, you don't have to care. For Windows there are downloadable binaries here. For Debian you can get it with "sudo apt-get install sqlite3".