You seem to have two sources of data local storage and a remote server.
This question on SO might help you to decide approaches of storing data on the server.
Once you have downloaded data using something like NSURLConnection class the images could be stored in the filesystem using writeToFile or the likes.
- (BOOL)writeToFile:(NSString *)path atomically:(BOOL)flag method.
You might like to save the rest of the data in sqlite. We used sqlite and the CoreData framework to save data for one of our applications and it worked fine for us. CoreData allowed us to interact with the database without actual SQL queries.
The iPhone client resides on the phone while on the server side we might have a database and a webservice interacting with the db. Webservice itself might be implemented in python or php like scripting language. The client interacts with the webservice that might return data in formats like XML or JSON. Thus there is no direct communication between the client and db. However, the client does implement network communication code to communicate with the webservice.
This page shows how to consume an XML based web service.