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Database holds all your data. Usually mysql. <br />
Module adds on to the core functionality, like a plugin for firefox<br />
A page is a page. Um, Its just like any other webpage. It can have articles on it or just be static. <br />
A theme is used to display the page. So a page could have text and the theme sets the size and color of the text. 
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this is the most complete answer
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Describe relationship between template, database, module, page in drupal.
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Describe relationship between template, database, module, page in drupal.

Database holds all your data. Usually mysql. 
Module adds on to the core functionality, like a plugin for firefox
A page is a page. Um, Its just like any other webpage. It can have articles on it or just be static. 
A theme is used to display the page. So a page could have text and the theme sets the size and color of the text. 

relationship in cms

PHP is a widely-used server-side scripting language especially suited for web development, powering tens of millions of sites from Facebook to personal WordPress blogs. PHP is often paired with the MySQL relational database, but includes support for most other mainstream databases. By utilizing different Server APIs, PHP can work on many different web servers as a server-side scripting language.

Drupal is an open-source content-management framework written in PHP used as a back-end framework for websites and is also used for knowledge management and business collaboration. The standard release of Drupal contains basic features common to content management systems, including user account registration and maintenance, menu management, RSS feeds, taxonomy, page layout customization, and system administration. Drupal runs on any computing platform that supports both a Web server capable of running PHP and a database to store content and configuration.

Drupal

Content management (CM) is a set of processes and technologies that supports the collection, managing, and publishing of information in any form or medium. When stored and accessed via computers, this information may be more specifically referred to as digital content, or simply as content. Digital content may take the form of text (such as electronic documents), multimedia files (such as audio or video files), or any other file type that follows a content lifecycle requiring management.

Content Management

A web-based content management system (CMS) provides website authoring, collaboration, and administration tools that enables users with little knowledge or experience to create and manage website content. Most CMS systems use a content repository or a database to store page content, metadata, and other information assets, and a presentation component that displays the content to website visitors.

Web-Based CMS

Web development can range from developing the simplest static single page of plain text to the most complex web-based internet applications, electronic businesses, and social network services using a wide variety of languages and standards, including the familiar HTML, JavaScript and jQuery, ASP and ASP.NET, PHP, ColdFusion, CSS, PHP, Flex and Flash, but also the implementation of a broad list of standards including XML, WSDL, SSDL, VoiceXML and many more.