Yea, it's related to https://mdxjs.com. All .md files can contain valid jsx code. This `mdxComponents` folder name, refers to components that could both be - used directly in markdown files or used to generate html from markdowns.
3 karma · joined April 9, 2020
So what we have done is we keep all data on their place ( depended github repos ), grab them before build time, and generate static content based on it. Moreover, we have some mechanism to target particular branches/commits on depended repos, and control when we want to trigger our pipelines.
So, replaying directly to your question - no, building a static site not require a database. JAMStack architecture is helping us to provide and manage our specific data sources.