If you are unsure of what a database migration is, please first visit the page at What are Database Migrations?.
A properly formed database schema is an integral part to the quality of any software product, hence Apex highly encourages writing your SQL database schemas in SQL. Plus with a proper database schema, Apex can automatically generate model classes including relationships. If you are not familiar with SQL, don't fret as it's very easy, and you may view the article How to Write Proper, Well Structured mySQL Database Schemas which will take you through most of what you need to know.
If you are resistant to the idea of using SQL, Apex does have full support for Eloquent and Doctrine migrations as well. To continue, click on one of the below links: