The better way to use big data with SQL. Need help, what is

Hello.

I wan to select \ write \ read \ delete \ change colums, rows in table, will be a big size data for web and win application.

Which of best way can you recommend with using c# language

1) Sql server or sqllite or mongoDB or some other

2) how to use data information cut big data for little parts and do the search in multiThreads, or what the best way for work.

3) What the best dessiccion for 1 part request like for stores and netWork rpg Game multi Online world?