One of the most powerful original features of ColdFusion was the ability to easily connect to various databases.
Setting up Datasources
Almost any database can be used as long as it has a JDBC driver available. There are built in drivers for Access, MS SQL server and MySQL server. Additionally there is a built in ODBC bridge which should only be used if nothing else is available.
Choosing Data Sources within the ColdFusion Administrator will allow you to setup each datasource that you will need.
The way to connect to a database is by using CFQUERY.
<cfquery datasource="postal" name="getdata"> SELECT * FROM zipcodes </cfquery>