1. Anchor Tag cannot do postback.
2. Since you are doing jQuery upload you will need to save the files to database inside handler. For that you need to get Byte array of the uploaded file as following
HttpPostedFile postedFile = context.Request.Files["Filedata"];
System.IO.Stream fs = postedFile.InputStream;
System.IO.BinaryReader br = new System.IO.BinaryReader(fs);
Byte[] bytes = br.ReadBytes((Int32)fs.Length);
//Now save the byte to database
Once you have the byte array you can refer my article to save byte array to database
Save and Retrieve Files from SQL Server Database using ASP.Net