to answer you question: yes, it's possible - and in fact quite easy - to send SMS from eZ Publish. The main reason, why there is no contributed extension is mainly because the interface's implementation differs from gateway to gateway.
We at ymc have worked with gateway providers from switzerland (TDC sunrise, ecall.ch and more), and almost every one has a own interface to connect with.
The easiest way'd be to send them out by email or POST requests.
It'd be helpful, if you could give out some more information on your plans and also your gateway provider...
Greets, Pascal
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