Well, for Windows things are simplified, at least in respect of MySQL for which installers do exist (but I suspect for PostgreSQL there are too). So all you would need to do is to bundle these setups with your installer, then at a certain point, after you've installed in a temporary location you can execute them, and then the user will have to follow the respective wizards.
Things get a little more complicated when it comes to Linux, because of the countless distribs out there. Do you know your scope (i.e. RPM-based distributions or Deb or else?) You can always install a binary from a .tar.gz, but the issue at least with MySQL (I haven't used PostgresSQL yet) is that installing might be relatively easy, programatically configuring it is the hard part (again for Windows it's simple, as it has been included in the setup).
And for AIX I don't have the slightest idea, as I've never used the platform.
