What is the best way to use Ajax?

Question

Socket.io

Hello, I'm trying to implement content loading with Ajax on the site. I wrote a code that loads all the necessary files depending on clicking on the menu, and accordingly with changing links, but there was such a problem when I connect the database to the main file and refresh the page, everything works fine, but when I click on the menu, then gives an error that there is no connection to the database (as I understand it, when loading Ajax does not check the files that were loaded before, which is logical), so the question itself is how can I fix this whole thing? Are there any adequate ways to load content so that it would not be necessary to connect a database to each file, but only to one (I didn’t really understand sockets and I don’t know what it is, and if I need to figure it out, I’ll figure it out)