Try checking a few of the tutorials here at the monastery:

• A Guide to Installing Modules
• A guide to installing modules for Win32
And even (if applicable):
• Installing Modules on a Web Server
• Installing CPAN on a Windows system

HTH

s**lil*;  $*=join'',sort split q**;  s;.*;grr; &&s+(.(.)).+$2$1+; $; =
qq-$_-;s,.*,ahc,;$,.=chop for split q,,,reverse;print for($,,$;,$*,$/)
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• perlfaq: perlfaq8 "How do I install a module from CPAN?"
• perldoc: perlmodinstall
• CPAN faq: How to install Perl modules
• PerlMonks Tutorials: Installing Modules

# perl -MCPAN -e shell
> install DBI
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In which case I presume you now have a file called DBI-1.53.tar.gz

The references the previous answers posted are to the point, and absolutely worth reading. Evene if some modules do not follow the standards, and some use Module::Build instead of MakeMaker, almost every module has a file called README and/or INSTALL.

Always start with unpacking thearchive

# tar -x -v -z -f DBI-1.53.tar.gz
# cd DBI-1.53
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Complex modules, like Tk and DBD-Oracle (and of course the CORE itself) also provide README's that are OS specific. Please do read them!

DBI's README is very clear:

QUICK START GUIDE:

    The DBI requires one or more 'driver' modules to talk to databases
+,
    but they are not needed to build or install the DBI.

    Check that a DBD::* module exists for the database you wish to use
+.

    Read the DBI README then Build/test/install the DBI by doing
            perl Makefile.PL
            make
            make test
            make install
    Then delete the source directory tree since it's no longer needed.

    Use the 'perldoc DBI' command to read the DBI documentation.
    See GETTING HELP section in DBI.pm for how to get help.
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