I am not sure what is unclear to you in the previous answer. Splunk uses it's own engine, and does not rely on any external databases in order to operate. It manages its own database via a series of flat files and indexes, and Damien has provided a few good resources for you to have an idea on how the data engine works.
Read these links thoroughly, particularly the 2nd link for more specific details.
Furthermore , you may be interested to read about how Splunk uses MapReduce.
Check out this PDF doc