What is a database? It's a container that houses a variety of resources. Within a database you will find e-journals, which contain research articles. The bulk of these articles are peer-reviewed (also known as "scholarly" or "academic" articles). In databases you will also find videos, newspaper articles, e-books, records for print books, and so forth.
Your assignments may require you to find peer-reviewed sources. If you're not quite sure what that means, the following video, "Peer Review in Three Minutes" from North Carolina State University Library, might help clear things up.