While installing wordpress,it ask for database name and password,its stored in wp-config.php file.Once database is created all the necessary information is stored in database like posts, pages, comments, categories, tags, custom fields, users, and other site options such as site urls etc.Wordpress create unique tables for all.Using information stored in database ,unique html pages are being created dynamically,that make us our site.You can see all the tables under phpMyadmin that you can visit through cpanel->phpmyadmin(under databases)