Being able to add databases to your PowerShell project is an advanced task, but it's one that will come in handy. In addition, it's a great skill to add to the resume since it definitely puts you into the ranks of "advanced" scripters.
Databases can be tough to work with from a technology point of view. In the past, Microsoft's ActiveX Data Objects (ADO) library provided an easier, generic way to interact with nearly any kind of database. Under .NET, ADO.NET provides similar functionality. However, PowerShell doesn't have either built into it. However, since ADO.NET was designed for programming in Visual Studio, it doesn't present a natural-feeling experience when you're using a command-line tool. For this reason, the PowerShell designers created an adaptation layer that allows PowerShell to utilize databases more conveniently either in a script or interactively.