I need to install a DB to be able to use Nlogger to record code events. I would normally use Sql Server. Is SQL supported on IoT in-any-case, if so in what flavour?
Stuart, Windows IoT is really Windows IoT Core. That is it is not the Windows you get on the Desktop or server but rather more like WinRT (on phone and ARM tablets).
If you really need a database, I'd look at using SQLLite. It is the database recommended for WinRT applications. One can use it on Win IoT Core as well since it can be used with UWP Applications as described here.