When setting up the Persistent Variables extension you are free to use any type of database on any machine in your network.
If you do so you need to give the Persistent Variable extension a clue of it by giving the complete Connect String.
This is done in the properties of the Run GSE Action block that loads the PersistentVariables GSE action.
Please note: it is highly recommended to use the suggested defaults for the database (local MS SQL Server, IpPbxExtensions database)!
Samples for a connection strings for the different available type of database can be found here: