Parrot doesn't have an install target, and at the moment things only work from within the parrot build directories. As part of the build, Parrot creates a bunch of modules so the assembler (which is written in perl) can Do Its Thing properly. Those modules aren't needed to actually run parrot--for that you only need the parrot executable and your bytecode--but you do need them to assemble.

IMCC, as has been pointed out, will assemble without them, so you might want to try that instead.

Also, problems with parrot builds are best asked on perl6-internals--you're far more likely to get someone quickly who can answer your question. :)