How actually system is trained in Machine Learning?

How do programmers create training data for their machine learning algorithms,
I mean where they store it?
Do they, store it in MYSQL Database, or file directory?
What’s the common practice?

Assuming an ML application of Face Recognition, how do they actually train the system? For ex: if they give a sample image of a face (a bit blurred) and system recognises it, how do they get to know that system has trained itself, do they set a score for that image or is there something else…

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