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Storing user’s data on external database on other server

First of all, i am a Python developer and I have no clue about the amazing WordPress. My question is: We have a site built and installed with WordPress, And now we want to use an external database that is in different server (VPS server), So every time a new user create an account this data will be stored in that server’s database.
So is there any ideas or tutorials that could be helpful in my case? How it’s done is it from the scripts of WP or is it from dashboard?

My wp-dashboard tells that am using WordPress version: 5.8.2