(1) On developers side you need a decent laptop and install Studio Pro on it, that’s all.
(2) Mendix applications come equipped with a database by default. So for starters there is no need to connect another database to it. It is actually one of the perks of Mendix that you have way less database-stuff and authorization stuff to worry about. Lots of good management out-of-the-box.
If you want to go private, then first read this piece of interesting information: https://docs.mendix.com/developerportal/deploy/on-premises-design/