How can I save my form data into an external database?

I have this form I created wit Jotform. I want to export that data into a database hosted in a different server.

You can use the "Send Form Post Data" feature to send the data to your database. However, you need to create  a PHP programming for that. Here's a guide on How-to-Post-Submission-Data-to-Thank-You-Page

You can export your submissions into and Excel or CSV file. After that you can upload or import it to your database. Please refer to this guides:
How-to-export-the-submissions-to-Excel-CSV-file
How-to-create-a-CSV-Report

You can also use the Google Spreadsheet integration so that the form submissions will go to your Google Spreadsheet file. Here's a guide on How-to-Integrate-Form-with-Google-Spreadsheet

Lastly, we have  JotForm Webhooks. Here's a blog posting about it: Send-Instant-Submission-Notifications-with-Webhooks

Hope this helps. Thank you.