Everything was installed from apt-get.
I have installed manually dotlrn (last stable version 2.1.1) before knowing there was a debian package. So I deleted everything and reinstalled the debian package of dotlrn and everything from debian packages.
And I have with the debian package now the same socket problem I had when installing from sources. Maybe someone knows how to setup aolserver to specify where the database local socket should be ?
If the database was not running on the same computer, I should have configured an ip address in config.tcl, and it would have been fine from the first time ...