How do I remove a "database" from Safari?

Using Safari's "Manage Website Data..." followed by "Remove All" does not remove databases created by websites. Those files are stored in

~/Library/Safari/Databases

If you want to delete them, navigate to that folder and drag its contents to the Trash.

Those Databases will return upon loading the websites that create them.

Strictly speaking the databases do not do anything. They are created by the websites that use them, for whatever purpose that may entail. It can be assumed they are used to save login credentials and browsing history specific for that website, but other uses are certainly possible and easily implemented.

macOS draws heavily from its iOS counterpart in that it makes extensive use of sqlite databases. That ability is incorporated in Webkit that Safari uses, and its use is not limited to Safari. SQLite can be used to create very compact and efficient database storage for a variety of purposes. Contacts and Mail also uses them. For more information refer to http://www.sqlite.org/.

Here are the screen shots :

In the second window type ~/Library and again click on enter your computer is in user library .

Where do I click on go? In Safari?

You click on GO in the menu of Finder.

Very good eric thanks