It sounds like you're on Win32. You can get started quickly by installing the ActivePerl distribution from ActiveState, then running:

c:\ppm
PPM> install DBI
...
PPM> install DBD-ODBC

You'll then be able to access any of your databases for which you have an ODBC System DSN. If later you decide on one of the databases that has a more direct driver (e.g., DBD::mysql or DBD::Pg), then you can install that and swap the driver in very easily.

Once you've got these installed, check out the various DBI references around here or elsewhere.

Chris
M-x auto-bs-mode