With the Mobile software I am developing at work, I have a Web Service that runs on the server, and then I connect to this webservice to read and write to the database on the server.
Your first C# Web Service
Use that article to learn about webservices
When you have developed a webservice you can add it as a web reference to your mobile app.
Then create a class to handle communication with the webservice.
The best way to do save data to the database is using stored procedures.