You do have the option to store the configuration in the database by adding a entry in your web config.
Note that at the point you start doing this the config files in your directory become the default and effectively static files. But you can't delete them. Adding the database storage doesn't transfer the values to the database storage.
The storage is simple enough. You will find a table with a row for each config file with the xml stored there.
I would like the ability to move it all to the database. (Though some will need to remain) but at this stage you can't. (You could manually transfer it I guess)
These days starting a new project I create the project and database and the first step is to then set the database storage and restart the site. You can not create a new project using database storage. You need to create the site and database first and then change it.