You could use an empty "Pool (Columns)" node from the BPMN palette section to model your database node. Another possibility would be to use any normal node with N + 1 labels. (Use right-click to open the node's context menu and choose "Add Label" to add additional labels.)
Although yEd does not support connecting edges to cells, you can fake such a connection by selecting an edge and moving its port into the desired cell. (The port is the small black rectangle that appears inside the node after selecting the edge.) Aside from moving the port with the mouse, you can also edit the edge's "Source Port X", "Source Port Y", "Target Port X", and "Target Port Y" properties for pixel perfect port placement.
To ensure that the manually positioned edge ports are not modified by layout algorithms, select the corresponding edges, open "Tools" -> "Constraints" -> "Port Constraints", choose "From Sketch" as "Configuration Method" and "Ports at Selected Edges" for option "Act On", and click "Ok" before starting a layout algorithm.