I know some other sites have this so does chess.com have it too?
Yes, and no.
The archive chess.com maintains for all users is a database but you can only look at one user at a time. You can look at all the games that anyone has played on Chess.com.
And you can also use the Game Explorer to look at your own or another player's games. I think the Game Explorer is a terrific tool. It is good to see what lines you or someone else has had success with and the ones that have led to losses.
As far as looking at a database of all the billions of games played here, I presume that the management has some ability to query at least the standard games database at one time.
I think it might be fun to look at but I don't think it would be much use as a study aid.
I know some other sites have this so does chess.com have it too?