If the binaries from this page are compatible with your operation system, then QLink is ready for use.
The syntax section contains detailed instructions on the QLink syntax. Let us outline the idea briefly.
Suppose you have a function in Mathematica storing your data. For example, you have
f[x1] = y1;
f[x2] = y2;
Such a way to store data is called key-value correspondence. Value y1 corresponds to key x1 and so on. Things like that can be stored in a key-value database, and QDBM is one of the fastest databases of the sort. Therefore, instead of having a function f you might have a database file stored on disk.
Moreover, huge lists can be saved in a similar way. Just have a range of integers to be the keys, and the members of the array to be the values.