Welcome to the forum.
You have primarily two ways of interacting with SQL data in your InfoPath form. Using SQL as the backend for your data and/or interaction with a database has alot of advantages.
1. InfoPath has some built-in database functionality
You can query and submit to one group of related tables in one database. The limitations are you must create the form from scratch as a database type form. The query and data fields are built for you but then you can add additional fields. Another limitation is that you only get one primary data connection with which you can query and submit, so it has limited flexibility.
2. Use Web Services
You have lots of flexibility and no limitations to the number of query and submit web services. This is the standard best practice, however you have to be able to create web services. Or you can download a package of prebuilt web services contained in one install. Qdabra Database Accelerator Suite Version 2.0 - Developer
With this download you have active directory services, database enumeration (query another table), and you can submit your form directly into SQL and therefore secure and control access. there are lots of tutorials in the files area to get started.
You can also contact me if you would like a demo.