SharePoint and databases

We currently use an Excel spreadsheet application that connects to an Access Database through VBA using ADO.

Separately, we are licensed for O365 and have SharePoint. We can log into our SharePoint via web remotely (ie, from home). There is a requirement for the ability to work remotely when required.

To enable Users of the Excel application be able interact with the centrally-held (currently Access) back-end database remotely (eg, from home). I am pretty sure you can't place an Access database on SharePoint as it won't work - (eg, can't be connected to with a hyperlink address and/or work normally?)
If Access won't work, would SQL Server?

Can you install/have a SQL Server instance on SharePoint for this purpose (if this is even a sensible question)? If you can, is it also true for SQL Server Express?

By the ability to work remotely, I don't just mean file sharing or the ability to access individual files, I mean being able to connect to the central database via ADO using the full power of code to govern operations.

The reason I mention SharePoint is that I know (parts of) it can be viewed remotely as it has its own security protections. That being so, then would a database (like SQL Server) sitting in that same SharePoint location be accessible? If not, what is the recommended alternative path?

Thx, JonS