I'm running Mac OS X 10.7. How can I know whether MySQL, SQLite, PostgreSQL, etc. are installed on the system?
Try the Terminal command
This is a good way to determine if there are header files installed for the respective database libraries you ask about.
You can consult the list of open source products that ship as part of Lion and Lion Server.
Also a mdfind command can list all the executable files that have been indexed and you can grep for specific file names to filter out the excess results. This will show any files installed not from Apple's original payload with Lion.