As Aciut mentioned database connections can be configured from the platform itself.
If you are explicitly trying to configure this at the server level, I guess you might be referring to adding it in context.xml (tomcat).
If that is the case I guess this cannot be achieved using Pega-provided docker images. However, for achieving this using docker especially, you would have to build your own customized image by altering Pegasystems/web-ready image.
Isn't good practice but still a workaround in such usecases. Let me know if that is what you are looking for.