How do you build a database-centric site in WP?

It’s not complicated to connect to custom tables in WP context and query them, using native wpdb class.

However “not complicated” is about all there it. WP API functions are primarily aimed at querying its own data structures. While wpdb does have some helpers, they are simplistic and not meant for more elaborate custom queries.

Another issue is that by implementation wpdb drags all of query results into memory immediately. This is Bad Idea for any queries that return large amounts of data. WordPress backup plugins (which are query-intensive by definition) typically have to implement their querying from scratch, otherwise they just crash on large sites.

In a nutshell WP won’t help you much with this kind of site. If you have other functionality in site that WP is actually good at, then it might be a possibility (since you will be implementing much of it yourself in any case).

If this is your site’s main/only function you are likely better off considering alternatives first.