The docs for data loaders are here: https://observablehq.com/framework/loaders. The simple version is they are simply programs that write their output to standard out. Very Unixey. When those programs are referenced in client side parts of the JS, they are reactively run when in development, and prebuilt for deployment.

I don't think we have any full examples of using a database yet, but we have written a bit about using DuckDB via its Node bindings here: https://observablehq.com/framework/lib/duckdb

I imagine that either Malloy's CLI or its Python bindings would fit very well here.