Can be a bit confusing at first put here are a few principals /tips that may help.

1. mysqld is a database server, its job is to allow clients clients to connect to the database. It reside can on any host that the clients can connect to.
2. mysql (the program) is a Mysql client supplied with Mysql distro.
3. DBI/MySql-DBD are Perl modules that help make building MySql clients easy.
4. After mysqld is installed on the server host, I suggest you install mysql (client) on your host and try connecting to server before you attempt any Perl/DBI.
5. Any problems beyond this point will probably be set-up or GRANT permissions. These issues are best dealt with MySql docs or a MySql support list or site.

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mitd-Made in the Dark
'My favourite colour appears to be grey.'