A database is a collection of data and ways to access it. C++ is a programming language. So you could write the code for a database in C++, just like you could write the code for a word processor in C++
learn those subjects:
fstream
graphics(SDL may be good, there are other options though)
std::vectors
dynamic memory
even SQL server is good
cant think of more..
I would suggest
Learn about streams in general, especially fstream but also all forms of iostream and stringstream.
Multimedia (not just graphics, audio as well) and I would suggest SFML as a lot easier to use than SDL)
All STL containers, not just vector, it doesn't do everything.
Smart pointers and RAII. When you know these, there's no need for new and delete in C++11 or especially C++ 14 with std::make_unique() (although knowing how new and delete work could be helpful for legacy code).
I agree SQL is useful, although it's not particularly related to C++ unless you want to somehow combine the two.
Polymorphism
Exceptions
Also learn about making good code not just code that works, which is a very important point. Code should be readable, efficient and functional, not just functional.
since you've learned the basis , do concreate things now . Create a network connection , write an octree , write a-star algorithm , use win32 api (if not already) if on windows , learn about cross - platform development , look for optimizations , use python , use lua , try opengl and directx . Look for module/libraries integrations , look at CUDA(optional...) , PhysX , profiling , design patterns GOF and GRASP , anti-patterns , dll , etc.
You should learn that which will permit you to accomplish whatever it is you wish to do.
Decide what interests you. Set yourself some task in that area. Determine which skills you ought to possess in order to complete that task. Then acquire those skills.