Connection database (MSSQL) in UE4 (Blueprint/C++)

Good afternoon, forgive me for my English, I live in Russia, my main language is Russian.
I need help with multiplayer, or more precisely, with databases. I want to connect a database, such as MSSQL or another that will be suitable for the current tasks. The task is this: I want the database to store user data (HP, Stamina, Location and other important information), also read, change. You also need to constantly process data. As I assume, I need an MSSQL database, as I know it is well suited for such complex tasks.
Tell me how you can implement the database integration into the Unreal Engine 4 project without plugins (marketplace).
I understand that all this will need to be done in C ++, I need any information on connecting the database to the project (API or other information).
You can also tell me please about web interfaces, I mean client → web interface → server → database. That is, it is possible to somehow implement a connection to the client’s database via the web interface for a more secure connection. Or there is some other safe way to connect the database.
Please tell me, because I can’t find even the slightest information for my task.

Best regards, Eugene.