I do apoligize in advance for that's a probably silly question but... I'm developing a custom Sharepoint Webpart and, for the sake os SOLID principle, I need to embed certain functionalities in separate class files. Except from creating a class library is it possible to embed a class into the webpart project and use it into webpart's class?
No, in SharePoint development you should repeat blocks of code in each monolithic web part class.
Yes, it is a good practice to have shared generic classes for your web parts, feature receivers, etc. Another good idea is to have your own base web part class to derive from.