Friends,
can you tell me how we can connect DB to Automation Tools (Winrunner or QTP)

It can be done thru Database query wizard depending upon the type od database you are interested in making connection to:
From the Database query wizard(feature available in QTP), select your database selection preferences and click Next. You can choose from the following options:
➤ Create query using Microsoft Query—Opens Microsoft Query, enabling
you to create a new query. Once you finish defining your query, you exit
back to QuickTest. This option is only available if you have Microsoft
Query installed on your computer.
➤ Specify SQL statement manually—Opens the Specify SQL statement
screen in the wizard, which enables you to specify the connection string
and an SQL statement.
➤ Maximum number of rows—Select this check box and enter the
maximum number of database rows to import. You can specify a
maximum of 32,000 rows.
➤ Show me how to use Microsoft Query—Displays an instruction screen
before opening Microsoft Query when you click Next. (Enabled only
when Create query using Microsoft Query is selected).


the above info is extracted from QTP user guide