Yes, of course it's possible. In fact, any time you have an "is it possible?" question in C++, the answer is invariably yes.
don't be confused in database application and file oriented application .
I appreciate your vote of confidence in our ability to tell the difference between files and databases.
if yes, then how can we create database application ?
To keep things simple on yourself, start by acquiring and learning an API for the database. There are many third party libraries out there that let you use C++ and interface with SQL Server, or MySQL, or Oracle (and so on). You just need to pick a good one and learn to use it.
If you are using mySQL, just wrap the "C" calls to the dabase in your own objects and for each table, create a class that represents the data and a class that represents the operations on the table (selects, inserts, updates and deletes). Then your app can invoke operations by creating the data objects and a single operation object on the table as needed.