Yes to all three.
-Yes you can install it after deployment.
-Yes you can/need to purchase it from Cisco if it was not included with your original order.
-Yes, it is mentioned in the install guide.
Note: You must use the Cisco-customized install disc for CCX. You cannot use a normal MS SQL 2000 installer.
Installation Guide for Cisco Unified CCX and Cisco Unified IP IVR, Release 7.0(1): http://cisco.com/en/US/docs/voice_ip_comm/cust_contact/contact_center/crs/express_7_0/installation/guide/uccx70ig.pdf