BlogEngine.NET uses XML to store all posts, pages etc. by default. However, if you prefer to use a database, BlogEngine.NET includes a "DbBlogProvider" that allows you to store data in databases which support standard SQL -- MS SQL Server, MySql, SQLite among many others.
Configuration changes necessary to store data in a SQL Server database can be found here
If there isn't a data provider already available, you can easily write your own provider. We have enginereed our framework to make this very easy and simple to do.