how is it possible to know what modules are included in the kernel-modules-2.6.20.6-i586.tlz package?
you can read /var/log/packages/kernel-modules-2.6.20.6-i586, or try "modprobe -l | less" as root (note that '|' is a "pipe" symbol, not a capital i or lowercase L). If you want to look inside a package without installing it, try "viewpkg kernel-modules-2.6.20.6-i586.tlz"
are all modules possibly loaded or can they be loaded manually in modprobe.conf?
Most modules should be autoloaded by udev if hardware that needs them is found.