I have a two part question:
1) Which server roles or other functions built into Microsoft Windows Server 2008 R2 will also install SQL along with them?
2) Since no management tools also get installed, how can the instance in SQL be managed? Specifically how would you limit the memory that this instance is using up?
I'm asking this question because when you search pretty much anywhere, all the answers assume you installed MS SQL manually.
There is no built in installer for SQL inside of Windows Server. You will need to purchase a full version of SQL Server, or download SQL Express.
Like Greg said, there is the Windows internal database that will get installed if you installed Sharepoint Services, but isn't equal. SQL Express is free, and much more flexible.
Windows System Resource Manager, Windows Server Update Services, and Active Directory Rights Management installs the "Windows Internal Database" engine, which is a flavor of SQL Server (think 2005).
I haven't tried this myself, but you could probably download the SQL Server 2008 Express tools and connect to the engine with the Express management console. Should be easy enough to test.
Windows Internal Database Overview
http://technet.microsoft.com/en-us/library/cc754405.aspx