How to store data in a database without tables? All I learned in school was SQL which saves data to tables.
Right now I am working on a project where data is stored in XML-files. Additionally every XML contains a reference to visual files (JPEG).

The XML itself contains over one thousand coordinate points, plus additional information on the data. 

In my opinion it would make no sense to store this information in tables. Besides I couldn't store JPEG-files with SQL either.

What would be appropriate solution, or is there an error in reasoning on my side?

As you can see I am pretty new to databases. So any constructive suggestions, links and advice is welcome.
All you need is persistence of your XML. Use a NoSQL solution or the file system.

There is no benefit in using an RDBMS, unless you want to use it instead of NoSQL or the file system.