• data exchange

On the Arduino Dock Omega and the ATmega MCU can communicate via a serial connection and / or via I2C.

• access a remote sql database

I'm afraid this won't be a single command or a one-liner script.
opkg update
opkg list | grep sql

root@Omega-5BE1:~# opkg list | grep sql
libmysqlclient - 5.1.73-2 - MySQL client library
libsqlite3 - 3160000-1 - SQLite is a small C library that implements a self-contained, embeddable, zero-configuration SQL database engine. This package contains the SQLite (v3.x) shared library, used by other programs.
php7-mod-mysqli - 7.1.1-1 - MySQL Improved Extension shared module
php7-mod-pdo-mysql - 7.1.1-1 - PDO driver for MySQL shared module
php7-mod-pdo-pgsql - 7.1.1-1 - PDO driver for PostgreSQL shared module
php7-mod-pdo-sqlite - 7.1.1-1 - PDO driver for SQLite 3.x shared module
php7-mod-pgsql - 7.1.1-1 - PostgreSQL shared module
php7-mod-sqlite3 - 7.1.1-1 - SQLite3 shared module
python-mysql - 1.2.5-1 - MySQLdb is an thread-compatible interface to the popular MySQL database server that provides the Python database API.
python-sqlite3 - 2.7.13-4 - Python 2.7 sqlite3 module
python3-sqlite3 - 3.6.0-4 - Python 3.6 sqlite3 module

So there are SQLite, MySQL, PostgreSQL and Python.

Search on the web, you'll surely find something. Keyword examples:
connect to sqlite database python
connect to remote sqlite database python
connect to mysql database python
and so on.

Do make a decision.
After that probably you should install python and the appropriate sql module.
Installing and Using Python on Omega2.

Good luck!