If by database you mean SQL/NoSQL database, then roughly what you need:
- Install chosen database server
- Get database binding/driver library and import it in your node.js application
- Connect to database and fetch / insert / update data
Going further, if you need your ReactJS - client application - to fetch data and modify data in database, you can’t do this (technically you can, but you should not) directly. You need to provide API on your server (node.js) application to be used by your ReactJS application.
This is very general description of what you need to do and the reason for that is that any kind of details would require writing a whole tutorial. Therefore what you need to do is search for tutorials, most probably you would be interested in MERN (MongoDB, ExpressJS, ReactJS, node.js) stack.