The main scope of the question is to identify what/how non-web based applications aka an executable stores information.
Surely, web-based applications use databases. Does a non-web based app store information in a compiled of a database module? For example, if we have postgres, would we compile the postgres source and use it in someway with a driver to store info locally?
If not how is information stored? Are databases only for web-based apps? Why would someone compile/build/make the source of a DB?
TLDR: An example situation;
We have a non-web based game, where exactly do you store character stats, progress, encounters etc. do you use a database for this? If not how?