Also, see my comments further below.
You don't need to install the server (which, in most cases, is the same thing as the database). But you do need to install the Oracle client and the C libraries in order to build a working DBD::Oracle.
Please tell us which version of Oracle you are trying to use and what version of Linux. I have successfully built DBD::Oracle on RedHat Enterprise 3.0 AS (very similar to RHL 9.0) using the Oracle 9.2 client.
Update: This is weird. I meant to respond to the OP's other note below. My bad...
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