As Jenda stated, you need to install the appropriate driver for your database. The drivers you show come with the DBI installation, and with the exception of DBM, they are special purpose drivers that you would not normally use to connect to a database.

Once you've determined the databases you need to connect to, Search CPAN for DBD drivers and install what you need. The connect method parameters can vary somewhat between drivers, so be sure to check the drivers' documentation.