Orders are stored in COM_Order table. One order can contain multiple order items which are stored in COM_OrderItem table. Each order item has OrderItemSKUID field which is a foreign key to COM_SKU table SKUID field. So you can query something like that:
from COM_Order o
join COM_OrderItem oi
on oi.OrderItemOrderID = o.OrderID
join COM_SKU sku
on sku.SKUID = oi.OrderItemSKUID
Also what you are trying to do I believe can be done via Store Reporting. Check out the existing reports if they fit you or create your own.