I'm trying to export tags (stored in database) into pictures "physically", in the exif metadata.
Bacause I'm using the same collection of pictures with digikam (internal) and with zenphoto (external)

An idea to to this ?

Sorry, no. The graphics library we use does not support metadata. It is probaly too late, but your best bet would have been to tag the images with some software on your client comptuter before uploading them.