I would use SQLAlchemy ORM in python scripts Blender.
Is it possible to include this module in ".blend"?
You need modules built for Python 3.2. Make sure they are in your PYTHONPATH or add to sys.path and import as usual.
Yes, that's what I did, but if I use my ".blend" on another computer I need reinstall the module SQLAlchemy and is not practical.
Why is it “not practical” just to type “apt-get install python3-sqlalchemy”?
Running a package manager implies root access on the machine.
Modules do not need to be installed system-wide. They only need to be in your PYTHONPATH.
If you would like a set of python packages that are portable across machines without reinstallation, I would look into virtualenv and in particular this feature. If coupled with a repository, this sounds like an easy solution, assuming you don't use Windows. http://www.virtualenv.org/en/latest/index.html#making-environments-relocatable