There isn't a database bundled with perl, but there's a bunch on CPAN that don't require any external software (I assume you don't want to install the likes of MySQL etc). The most commonly recommended modules seem to be DBD::AnyData and DBD::CSV. There's also the likes of DBD::File, DBD::RAM, DBD::Sprite and possibly DBD::SQLite if you've got a C compiler handy.
HTH

broquaint

Update: there is in fact a database that comes with perl - SDBM_File. /me runs off to get better acquainted with the core modules ...