This question has been asked long time ago and I cannot find a proper answer for it...
How Splunk manages it own data? what database does it use??
the previous question posted is here but its not been answered completely.
I am not sure what is unclear to you in the previous answer. Splunk uses it's own engine, and does not rely on any external databases in order to operate. It manages its own database via a series of flat files and indexes, and Damien has provided a few good resources for you to have an idea on how the data engine works.