Unity does not include a server side persistence solution out of the box. As far as I can tell the only storage solution Unity includes is PlayerPerfs, but that is client side.
However that does not mean you have to create a SQL database. Some games use services that provide a nice interface for NoSQL databases (for example MongoDB via GameSparks or DynamoDB via Amazon). You may also get a web hosting with a SQL database and build a custom API. You may also setup your own servers if you have the know-how.
From a security stand point, if you are accessing the database directly, you will have the credentials in the client, and there could be ways to intercept the traffic. Intead use (or create) an API that allows players to authenticate with an account, and allows the client to call function or microservices with the session of the player. Then in the server side, you will have the database access logic. Also, make sure you are getting a connection to the server over a secure channel.
If you are getting a web hosting or setting up your own server, make sure to get a domain, setup HTTPS (you can get a certificate from Let's Encrypt), you will need to implement access control and of course the database abstraction.
Whatever it is you choose, it is common wisdom to abstract it and isolate it, make sure it is easy to replace.