That's a much better question.
So instead of writing the data to the console, where as you imply it's of no use, store it in some variables in your program. And then use those variables as part of your code which writes rows to your MySQL tables.
(By the way you aren't using a SAX parser there. You are using a DOM parser.)
Edit: I had a look at the XML you are trying to process (by downloading it from the link in your code). So far you are getting down to the Element nodes which you want to write to the database, but you aren't finished. Each of those Element nodes has a single child which is a Text node, so for each of then you'll want code which gets that child, casts it to Text, and then extracts the actual contents of that Text node as a
String. Those are the things you will want to store in variables so you can write them to the database.