You are not alone - see DBD::ODBC to Teradata where the poster got it working eventually. I have not got the DataDirect ODBC Driver Manager because you need to pay for it (and I've not got teradata either).

The error you refer to suggests the ODBC Driver manager (whichever one you are using) cannot load the driver shared object so you've either specified it incorrectly in the DSN or Driver settings or it depends on something that is not on the dynamic linker path.