1. What is Data Mining?
Data mining can be related with self explanatory terms such as knowledge discovery, machine learning or predictive analysis. The term mining means to determine and discover patterns which are used to reason a fact. There are many data mining algorithms available which can be used to train the data.
2. How it is different from Business Intelligence?
Data mining is a bundled package which comes with Business Intelligence. It is not different from BI. Most important, BI is not a product it is a technology.
3. What are way's to implement it?
Please refer Question 1
4. How is market (Job) for the same?
The area is fairly untouched and now a days it is gaining momemtum. It is fairly interesting.
It is nice to hear that after several attempts the forum is gaining visibility.
I would recommend,if you are interested, Data Mining for SQL Server 2008 by Jamie MacLennan
Raunak J