For Perl to communicate with the database the Perl DBI Module must be installed. Then, assuming that you are connecting to a Microsoft SQL database, you will need to make sure the Perl DBD::ODBC Module is installed.
If you installed Active State's Perl build (see above) then you should also have access to Active State's Perl Package Manager. The Perl Package Manager makes it easy to install Perl Modules.
To start the Perl Package Manager go to a command prompt and enter "ppm".
Search for "dbi". "Mark for install" the DBI module and then click the arrow to "Run marked actions". This will install the DBI module. Next repeat this process by searching for and installing "dbd-odbc".