There is a database on the user's pc but it is only accessible through the HSH program itself. This comes with both good news and bad news.
The bad news is that having the ability to run SQL queries against the data would expand the power tremendously.
The good news is that you don't have to know diddly (as we say in the software biz) about much of anything to make all the queries most of us need.
Almost everything is template based as shown in the screenshot below.
If you really want to "roll your own" (database, that is) then you want to export the data into a more queryable database.
Dave