There are multiple ways for connecting to the data within tableau.
You can get your database connect directly to tableau desktop without even involving tableau server.
If you want you can use tableau server as an effective proxy to your database, and have multiple desktop (servers and clients) get connected with each other.
You can even mix and match approaches for different data sources, and there are some other middle ground approaches such as to store an extract on Tableau Server, which acts as a very fast read-only materialized view which you can then refresh on a schedule of your choices.