@pmario has it right about that demo. It was designed to show people used to SQL how to do something similar with TW. But here records are tiddlers in the wiki. If you want something different, other techniques would be necessary. I think TW will scale reasonably to thousands or even tens of thousands of records, but probably not hundreds of thousands or millions.
If you want your data kept elsewhere, only viewing small results through TW, you will probably need to investigate how to expose your data through an HTTP interface (possibly REST with JSON) and then use the tm-http-request to fetch it.
If there’s only a very small subset of your data you want users seeing, then I would extract that subset and port it to the wiki; either that or follow @jerojasro’s suggestion.
If they need to see arbitrary parts of it, but only a little at a time, then I would suggest that you do try converting it to tiddlers and use the techniques of the SQL Playground. TiddlyWiki scales to many more records than you might imagine.