I have just created a new Code Central example, which  is based on the How to: Configure Persistence with WorkflowServiceHost and How to: Enable SQL Persistence for Workflows and Workflow Services help articles from MSDN.
I hope it will be helpful for non-XAF users longing to store the state of their workflow instances in databases other than Microsoft SQL Server (currently, creating a custom workflow instance store provider is not that straighforward).

The only difference is that in code you can use the DevExpress.Workflow.Store.WorkflowInstanceStoreBehavior class (it is a part of the DevExpress.Workflow.Activities library) instead of the standard SqlWorkflowInstanceStoreBehavior one.

If you want to enable persistence for self-hosted workflows that use WorkflowApplication programmatically by using the SqlWorkflowInstanceStore class, you can use the built-in DevExpress.Workflow.Store.WorkflowInstanceStore one (it is also a part of the DevExpress.Workflow.Activities library):

[C#]... using DevExpress.Workflow.Xpo; using DevExpress.ExpressApp.Xpo; using DevExpress.Workflow.Store; ... WorkflowInstanceStore dxWorkflowInstanceStore = new WorkflowInstanceStore( typeof(XpoWorkflowInstance), typeof(XpoInstanceKey), new XPObjectSpaceProvider(yourDatabaseConnectionString, null) );

If you configure it via the configuration file, use the DevExpressWorkflowInstanceStore element instead of the standard sqlWorkflowInstanceStore one.

Refer to the XAF Workflow persistence storage blog post for more information.

See also:
How to create a correct connection string for XPO providers?
eXpressApp Framework > Concepts > Extra Modules > Workflow Module