Magento uses two folders to separate the database installation structure, on sql you will put the table, attributes and column creation/modification, on data you will insert data to the DB.
They are declared at the same time as setup resources, so you can use them right after you put your setup resource on config.xml, these scripts follow the same naming conventions as sql scripts just adding the word 'data', for example data-install-1.0.php, data-upgrade-1.0.1-1.0.2.php, etc
more detailed info here: http://inchoo.net/ecommerce/magento/using-magento-1-6-data-install-scripts/