Raspberry Pi has only one group of I2C pins. Is it possible to connect, for example, three different modules to I2C directly or do I need for this some kind of I2C expander / switcher?
You can connect multiple i2c devices to the same set of pins as long as they have distinct i2c addresses and compatible voltage levels. The i2c pins on your Pi are 3V3 logic. If you have a 5 V logic device (or a mix between 3V3 and 5 V devices), you'll need to take some extra care. There are multiple other questions here on those topics.