Standalone database application??

Hey guys,

    I'm really new to this so this might look dumb, but I need to know what all has to be done to develop a standalone database application.....The frontend is going to be on VC++...which are the best tools I'll need to use. I need to know if  the user has to install the database app to use the program to make this possible......Also will he have to keep it running everytime to use the program.

Thanks a lot for you time and patience,
Dhaval