You need to install SOME Oracle files to install DBD::Oracle. There was a post recently on the DBI mailing list about this. If its not in the README's then that's a good place to look/ask. Another alternative is DBD::ODBC (you'd need an ODBC driver, of course) or the DBI::Proxy and DBD::ProxyServer. Here was the post on the DBI list for installing DBD::Oracle for Linux:

Update:Removed the post since it was long and should be in the list archives anyway.

Another update:Looking at the other answers, I guess the big question is whether or not Oracle is even installed on the client. The other answers seem to assume it is installed, I assumed it isn't.