Database Question

I'm new to development, and there's tons I don't know, so first off, hi and thanks for your help in advance.

I want my app to use a database that only I can update and have my app check that whenever a query is made.

I was first assuming if I include a database (sqlite or mysql) that I would only be able to update the database with a version upgrade, but I know that games and apps check for updates all the time when I use them, and I'd like to know how this is accomplished.

Is there a good code example/walkthrough for something like this?