Shortly speaking:
A built-in database (for example, MS SQL Compact, SQLite, etc.) is integrated into the application that you are developing or running. This is usually a file that contains a specific data structure for storing data.
A “normal” database, such as MySql or Oracle or MS Sql, needs a server to execute and store data. You must install the application on a locale or a remote server in order to allow the correct connection.
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