downloaded the PDL modul but I dont find the MAKEFILE.pl.

It's in the top level folder - ie in the same directory that contains the Basic and Demos folders (amongst other stuff).
You need to cd to that "top level folder" and run 
perl Makefile.PL INSTALL_BASE=/home/me/my_modules

[download]
(replacing "/home/me/my_modules" with whatever location you've selected.)

It's the same procedure for other modules - cd to the top level folder. Maybe you should try the pre-requisite modules first .... they're much smaller and simpler, and will give you the idea of what's supposed to happen. (Also, they're supposed to be installed *before* building PDL.)

Cheers,
Rob

In reply to Re^3: PDL installation problem by syphilis
in thread PDL installation problem by halligalli

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