<?php
$servername = "localhost";
$username = "username";
$password = "password";
$dbname = "data";

try {
    $conn = new PDO("mysql:host=$servername;dbname=$dbname", $username, $password);
    // set the PDO error mode to exception
    $conn->setAttribute(PDO::ATTR_ERRMODE, PDO::ERRMODE_EXCEPTION);

    // prepare sql and bind parameters
    $stmt = $conn->prepare("INSERT INTO data (data1, data2, data3)
    VALUES (:data1, :data2, :data3)");
    $stmt->bindParam(':data1', $data1);
    $stmt->bindParam(':data2', $data2);
    $stmt->bindParam(':data3', $data3);

    echo "Done";
    }
catch(PDOException $e)
    {
    echo "Error: " . $e->getMessage();
    }
$conn = null;
?>

Then you also need some javascript to send the values from the form to your PHP file. You can use XMLHttpServer, or you can use the jQuery library and do this:

$.ajax({
  url: "phpfile.php",
  data: $("inputfield").val(),
})
  .done(function( data ) {
    if ( data == "Done" ) {
        console.log("Data was sent to server!");
    }
  }.fail(function( data) {
        console.log("Something went wrong...");
});