>I notice that XSL can use extensions to actively access a database.
There's nothing in the XSLT language to allow SQL access. There are extensions available with some products, e.g. Saxon and Xalan. Any questions about the functionality are therefore product-specific.
>Does such database/sql access require the involvement/setting of the web-server?
In the case of the Saxon and Xalan extensions, it relies on the JDBC support in the Java VM, which in turn depends on the availability of JDBC drivers for your chosen database. I've always done this myself through the generic JDBC/ODBC driver on Windows; details for other platforms may vary.
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference