Use a widget ...
<iframe marginheight="0" marginwidth="0" name="wxButtonFrame" id="wxButtonFrame" height="110" src="http://btn.weather.ca/weatherbuttons/template5.php?placeCode=INXX0026&category0=Cities&containerWidth=150&btnNo=&backgroundColor=blue&multipleCity=0&citySearch=1&celsiusF=C" align="top" frameborder="0" width="150" scrolling="no" allowTransparency="true"></iframe>
c/o http://www.theweathernetwork.com/
Maybe you want to look at using a weather webservice:
As you have not really articulated how you want a database integrated with this question ... this is the best i have for you!
- Get the data
- Display the data
You really don't need to store the data unless you have millions of requests ... at which point, caching the results is a good idea...