I know there's information in the user guide for Parallels.
I just looked at the Parallels site, and both the "Getting started" and the User Guide for Parallels have sections dedicated to such use with a Boot Camp partition.
http://www.parallels.com/products/desktop/resources/
I suppose other VM solutions, such as VMWare, will do similar.
Check for support in doing that at the site for whatever VM software you wish to use.
disclaimer: I have never used VM software other than Parallels.
About using SQL software.... I think that you can post your question at the Parallels support forum.
But, it looks like you would want to look at the Parallels transporter tool. That appears to be something that you would use with database/server functions.