As it's written, you actually don't need the new() at all. Any code that wants to use this can just do:
use MyDB;
my $dbh = MyDB->dbh();
If there's already been a connection made, it will get the existing $DBH.
Your $DBH variable is a lexical in the scope of the file that your package is in. It starts out as undef, but when you set it, it will stay set. It never goes out of scope and so never loses its value. There's not much more to it than that. Is there some more specific question we can answer than "how does this work"?
I've written code similar to this that seems to work fine under mod_perl with Apache::DBI, but I don't know if I'd call it a best practice.
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