XAF application supports two different ORMs: Entity Framework (EF) and eXpressPersistent Objects (XPO). Depending on what ORM is used in your application, you can store a number of data types in the database. Data Types that can be persisted directly are listed in the Entity Data Model: Primitive Data Types and Data Types Supported by XPO articles.
To store an unsupported type in the database, you need to convert it to a supported one.
You can find code examples in the following articles:
XPO provides the ValueConverterAttribute used to persist types that are not supported by default.