Do SQL Server Express Editions (2005, and 2008) have support for installing, enabling and running CLR Stored procedures and functions.
Yes, the Express editions do support CLR integration. The link is for the latest version, but if you switch to 2008 you will see it is supported there too.
Yes, this is supported.
A note of caution, though: to support 2005, you have to be extremely careful to thoroughly test your application on 2005, because some of the functionality is limited compared to 2008+, and the differences are buried in the documentation.
For example, we had to deploy a user-defined aggregate function for our database, which is supposed to be 2005+ compatible, but found that the
MaxByteSize attribute cannot be set to
-1 (unlimited) on 2005 (and we require it to be
-1 for our purposes). We were able to restrict deployment of the assembly to 2008+ for that feature -- you may not be as lucky.