Yes, you can do that fairly easily. Xcalar UDFs will pickup all modules as long as they are installed in the python path. We recommend you install them in the Xcalar home directory's ".local" directory.
How do you know what directory to keep your python library in?
Let's say your Xcalar binaries are all installed in /opt/xcalar/bin. Then you can ssh to a node of your Xcalar cluster and type:
/opt/xcalar/bin/python3.6 -m site --user-site
This may give you a response that looks like:
You can place your db_util.py in this directory. You will need to do this on each node of your cluster. You can write a script to automate it, or you can do it using a python Map UDF. Look at this post for more details on how you can use Map UDF to do this: