GDBM_File is part of the core, but it has its own unique installation procedures. It's almost like a dual-lived module, but it's not dual-lived because it can't be downloaded separately from perl.

The first thing to do is to make sure that you have libgdbm which you can get from www.gnu.org. Then manually install GDBM_File. It can be found in the ext directory.

As I understand it, many organizations don't have gdbm and don't want it in order to conserve space and to protect their systems from overzealous users, so GDBM_File isn't automatically installed with perl.