my @objects;
while ( @info = $sth->fetchrow_array ) {
    my $object = Object->new();
    $object->set_fname( $info[0] );
    $object->set_lname( $info[1] );
       ...

    # or

    my $object = Object->new( @info );

    # or

    my $object = Object->new(
        fname => $info[0],
        lname => $info[1], ... );


    push @objects, $object
}

for ( @objects ) {
    # do something with the object
}