Check the interfaces available on the exact model. The manual describes forwarding services including OPC UA, Modbus and OPC XML-DA. An external program uses the corresponding protocol client and the configured tag map. For control, also verify writability, account permissions, data type and allowed value range. A standard protocol service is not a promise of a language-specific SDK.
The documented Forwarding → Remote Database interface describes MySQL and Microsoft SQL Server connections, with periodic or change-based storage and a Test command to check connectivity. This sends acquired data to an external database; it does not authorize installation of arbitrary custom programs on the gateway. Check current model and version documentation for additional database types.