In my project input to the project is database of any website for example an website like Ebay there are lots of user comes daily & purchase items.
The database of this website is an input to my project & then my project find the frequently coming users & purchasing items.
So anyone can help me how to take this database? Where is actual database? Where to put my project?
On the web administrate pc or on server?
Are you asking if you can "get" Ebay's database? If so - the answer is certainly no. Perhaps you'd like to use the Ebay API?
Assuming you are asking a general question about connecting to website data sources, you cannot "take" the database. In each case, the web site's database will be hosted on a server, and you can only access the data if you are given permission and access. Typically, this access would be in the form of connection information that would then be inserted into a connection API's (such as ODBC) connection string (e.g. hostname, username, password, etc.).
Some web site databases offer custom APIs, such as the above-mentioned Ebay API, and other sites may provide information accessible through web services. However, the way you'd access the data will always depend on how the owners/operators of the web site choose to make the data available (if at all).