I haven't used DB2 in any capacity, but I'm thinking that Corion's suggestion makes sense - install needed client before installing DBD::DB2.

Alternatively, I'm wondering if there is an ODBC driver for DB2 access. If there is, then installing that and using DBD::ODBC might work too.

In any case, I suspect that you'll need to install some kind of DB2 driver and/or client before you can gain access via any Perl modules.