I am trying to install DBD::Oracle using the CPAN shell in Strawberry Perl. I initially experienced an error because the Makefile could not locate an OCI
DBD::Oracle is notoriously difficult to compile, multiplied by Windows, and you're better off just not doing it if you can avoid it. Unfortunately ActiveState does not supply a PPM for it for licensing reasons nor do the other PPM repositories I looked through. Though its rumored that ActivePerl 5.10.0.1003 comes with DBD-Oracle.
If your Oracle server supports ODBC, you can talk to it using DBD::ODBC.
If you want to try, here are some special instructions for installing DBD::Oracle on Strawberry Perl which may be of help.