Please help me know which sql database contains the Sitecore's item display name?
The item's display name is a property (field) of your item. So it exists in the same database as your item. So I guess the answer is: all of them. You can find display names in master, web, ..
Just in case you are not asking about the database, but the table: you will find these in the
UnversionFields (with FieldId