How to insert data in SQL database from Account Module ?

How to insert data in SQL database from Account Module ?

Hy Zoho ,

We need to create records in the SQL database whenever any record creates in Account Module or any Lead Module Entry converts to Account Module then also .
And need to updates that database it self whenever there are some changes take place in any field/fields in Account Module.

And yes we don't wane use any third party app for this . Need  to insert data in SQL database from ZOHO CRM using php or any other API or similar.
please briefly explain or can send me documentation or video too ,i am ready to learn myself , I'm flexible :)