It depends on the game. Some games store a lot of information in client-side files or are structured in such a way where using mysql or mariadb or another db is relatively easy to implement. Two examples are Asheron's Call and WildStar. Other games store a lot of data server-side (i.e. Final Fantasy 14). How the data is stored client-side also makes a difference. Someone who is more knowledgeable about the subject could explain it much better than me.
If you want a private server for UWO, I would start by saving every piece of data for the game you can, whether it be patches, clients, pcaps, etc. I record gameplay footage and save all of the data I reasonably can for any MMORPG I come across and occasionally I have the data a project needs but isn't able to find.
It's one of my top 12 MMORPGs if a private server were to come along with some rules in place (i.e. limit # of accounts, restrictions on unattended macroing, etc), perhaps it could mitigate the continuation of UWO's current issues.
I've yet to see a UWO private server, a group stating their plans are to create a private server, or anything really on that front. Worries me a bit too.. it would be a shame to lose a semi-hidden gem as UWO when it closes down.
I rambled a bit but if you do come across a private server for UWO or a team looking to work on that project, definitely let me know.