I hope you are well today and thank you for your question.
From the description provided in the topic, i am not sure what you are trying to achieve and what is your question so could you please describe it a bit more in detail?
I create a form, with the form contact form, enter fields and everything sends correctly by mail but I want that data also be sent to a database that I have created with my hoosting, but I can not find the PHP file of the template a The one that adds you contact form, where I can find the file to modify it and send the data to the database
That contact form is provided by Unyson plugin and not theme. You will find more information about it on the following page.