Yes current support for persistence is Cassandra, MySQL and PostgreSQL for primary store and visibility.
Temporal also supports advanced visibility which is backed by Elasticsearch.
You have to stand up your persistence stores (some users self-deploy it on-prem, others may use existing cloud solution, same with ES) and then establish connections via Temporal static config.
Temporal does provide persistence and visibility schemas which you have to apply to your stores before standing up service cluster. You also have db tools that can use to apply those schemas. See for example script that auto-setup server image uses to do this part.