Hello Patrice and welcome to the forum,
thanks for pointing this out. You have just discovered a 'hidden feature' in EasyCreator.
It is hidden because of the fact that it is somewhat 'untested'

So her's the deal:
I tell you how to access it and you report back with some success / failure note - OK ?
Inside the folder

/administrator/components/com_yourcomponent
create a folder named

sql
inside that folder put your sql files named

install.yourcomponent.sql
and (optional)

uninstall.yourcomponent.sql
That should be all - on packing your extension the xml file will be created and should include your sql files in the apropiate section.
Please report back.

Nikolai