If there is no configure file, then you didn't unpack the archive properly. Or maybe you are in the wrong directory. Or maybe the tarball you downloaded didn't include the configure file. There are many reasons why this might be so, but none of them are related to Perl.
It seems to me that you are trying to get DBD::MySQL working under Perl on Win32. Are you using the cygwin build of Perl or are you using ActiveState Perl?
If you're using ActiveState Perl, then a much easier way might be to find a precompiled PPM to access MySQL.
If you're using cygwin Perl (and I advise you against it unless there are other factors coming into play), then you will have to get DBD::MySQL to compile by configuring the MySQL source code and setting up the proper paths. If you get a problem during the configuring of MySQL, the MySQL forums are a much more likely place to find help than Perlmonks.
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