When are we gonna learn SEGMENTED CONTROL on iOS lessons?

Good question!

Assuming you mean the segmented control offered in UISegmentedControl, Apple offers some great reference, along with other tutorials available online:

• Segmented Controls: UIKit User Interface Catalog
• UISegmentedControl Class Reference
• Here is How You Use UISegmentedControl: Mobile App Mastery

Perhaps I might write a tutorial too :) If I do, I'll share it here.

As for connecting to a database, there are a variety of ways it can be done. Ray Wenderlich covers a simple way in PHP, but there are other languages that it could be coded in. Recently, objc.io released an awesome issue just on syncing data through various methods. Of course, in order to write the scripts to make the connection between your app and your web server possible, you may want to learn some languages to program on the web, like Rails or PHP, both of which Treehouse covers with great content.

I'm not quite sure if UISegmentedControl will be covered in future Treehouse videos, but keep an eye on their roadmap. There's another iOS project coming at some point relating to Core Data. Where getting data from a web service is concerned, you may want to get your feet wet by checking out both the Ribbit and Photo Bombers projects, both of which fetch data from pre-existing web services, that way you can get a good grip on the iOS side of things if you haven't already!

Hope this helps.