It's crucial to test an application with the same database used in production, and SingleStoreDB can be run locally using Docker or other compatible container platforms. To set up SingleStoreDB for local development, one needs a license key, defines environment variables, runs the Docker container, checks its status, and logs. After getting it working locally, it's essential to integrate SingleStoreDB into Github Actions workflows by creating an encrypted secret, adding a service container definition, and running a sanity check using a MySQL client. This ensures that database schema and queries are thoroughly tested and automated, making the development and deployment process more efficient and secure.