I have to make some alter in database after plugin is installed. Is there any events that is called after plugin is installed?
You should make an install script for your plugin.
An optional script file (PHP code that is run before, during and/or after installation, uninstallation and upgrading) can be defined using a element. This file should contain a class named "IntallerScript" where is the name of your extension (e.g. com_componentname, mod_modulename, etc.). Plugins requires to state the group (e.g. plgsystempluginname).
See more info about it in the Script file section of Manifest files doc.