|Also may i know what exatly i need to follow when i install this modules.
You don't mention what platform you're on. If you're on Win32, you can install using ActiveState's Perl Package Manager (ppm). The incantation is
c:> ppm install dbd-oracle
But since the error message you got is from make(1), chances are you're on a *nix platform. Is there any chance you're on one that doesn't have a C development environment installed?
Update: Beatnik points out that Oracle.o implies *nix. D'oh.
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