/usr/local/? It seems that there is a non-system Perl installation running, while yum installs modules only for system perl (the one in /usr/bin/perl, not /usr/local/...). Unless there is something valuable in /usr/local/ that you installed yourself, it might be reasonable to move /usr/local/* somewhere and try running with CentOS-provided /usr/bin/perl.
[root@server DBD-mysql-4.028-Ba4U9q]# perl Makefile.PL && make
make: *** [dbdimp.o] Error 1
Well, on my system `make` in DBD-mysql-4.028 prints some the commands being executed (and their output) by default. And Makefile.PL is very verbose by itself. Sorry, I can't explain this behaviour. Maybe if you run perl Makefile.PL verbose && make NOECHO=""
? It still does not explain where the output of your compiler goes. Is there, by any chance, a log file in the directory DBD-mysql-4.028-Ba4U9q?