I guess it could be possible to do this but it is unadvised. The
database is really the storage for the information. By going to the
database directly  you would risk not getting the right data in the right
location and possibly corrupting your installation. The proper way to
insert a doc into SPS or WSS is to use the supplied interfaces or use
the supplied APIs. This will insure that the proper tables are updated
with the correct information. Using the APIs are not difficult.

That's what it's for.
By insert  I assume you mean upload or check in check out...If you're using
office 2003 it does exactly that. If you are using another office program it
still works but doesn't seem to "recognize" other icons like for instance
Adobe pdf's which just appear as a default windows icon.
Sql Server is not natively configured to use as a document storage device
without sharepoint services or portal.

If you do want to show those PDF icons - you can do so:

support.microsoft.com/default.aspx

And you now have pdf icons and pdf filters...