As a newbie, thinking until I connect to the database using python, and want to display it on the GUI, which component in wx should I use?
wx.Alphabet.Google
almost anything can be implemented except for something in the direction of transaction monitoring (CICS etc)
as a matter of interest, what’s your choice in python & as database 
That depends on what functionality you want to implement in your application. Just “database” is a very broad and vague category. Look through the wxPython demo and see what fits what you have in mind.