No, your database is not modified.
In order to guarantee CAN-SPAM compliance unsubscriptions are handled automatically. If you send a newsletter to a user list, which contains unsubscribed users, emails will not be delivererd to these users. You can check Delivery Reports to determine if your user list contains unsubscribed users.
When a user unsubscribes the email addresses is only added to an internal database.
Your database is NOT modified, especially the corresponding entry in your database is NOT deleted.