Hello Roman,
The SuggestionField component provides different suggestion modes -- the client and the server ones. In case of client suggestion modes all of the possible suggestions are preloaded on the client-side when the page is loaded. This may significantly increase page loading time in case of very big lists. Though there's the "custom" suggestion mode where suggestion functionality is made through the server and is fully controlled by the developer. Please see the documentation for details on all suggestion modes.
In brief the field that uses the "custom" suggestion mode sends an Ajax request for each text entered by the user, and the code written by the developer composes a list of items those should be shown as a list of suggestions for the entered text. So the "custom" suggestion mode is ideally suitable for working with large amounts of data because you gain the control of the data that actually should be used regardless of the database size.
Regards,
Dmitry