'make install' should to everything that needs to be done, including
checking for dependencies: You'll need the following:

Term::ReadKey
Term::ReadLine::Perl or Term::ReadLine::Gnu
DBI
Getopt::Long

The first three don't come bundled, the last should already be there.
Naturally, you'll also need the relevant DBD module for the database you 
want to talk to.

dbishell currently has specific drivers for 

Oracle  [untested, untuned: still working on it]
mysql   [tested, still adding stuff]
DEFAULT [generic driver, should work in most situations for most databases]