At the time of writing this book, Console does not provide a command for sanitizing the database. The feature is currently documented in this issue; refer to https://github.com/hechoendrupal/drupal-console/issues/3192.
The database:connect and database:client commands will launch a database client. This allows you to be logged into the database's command-line interface:
$ drupal database:client
$ drupal database:connect
These commands are similar to the sql-cli and sql-connect commands from Drush. The client command will bring you to the database's command-line tool, where connect shows the connection string.
Drupal Console also provides the database:dump command. Unlike Drush, this will write the database dump for you in the Drupal directory:
$ drupal database:dump
[OK] Database exported to: /path/to/drupal/www/data.sql