Your $PATH variable definitely sounds like the problem. More that likely the make is installed on your computer, but your shell can't find it. I usually can't remember where these things are kept, so I take a look at the man pages. By typing man make it gives you a pretty good description of what you are trying to do. In most cases, though, you also get the path for the command you are trying to run. When you have that, either run it directly (Solaris8 keeps it here):

/usr/ccs/bin/make

or put it in your path (ksh shown):

export PATH=$PATH:/usr/ccs/bin

Either way should solve your problem.

UPDATE: Rereading the above nodes, I realize that you probably don't have the compiler installed, and gcc is a good choice for that (mainly because it works good and I believe it's free distro!). This should not negate what I am trying to say here, though.

UPDATE2: Question to myself: Don't you have to have a compiler installed on your box in order to compile Perl? I guess if you installed a premade package on your Solaris box you might not.

Man I'm wishy-washy today.