Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for -ltdusr
Note (probably harmless): No library found for -lcliv2
Note (probably harmless): No library found for -lsocket
Writing Makefile for Teradata::SQL
cp SQL.pm blib/lib/Teradata/SQL.pm
AutoSplitting blib/lib/Teradata/SQL.pm (blib/lib/auto/Teradata/SQL)
/home/cpanrun/build/5.6.1/bin/perl -I/home/cpanrun/build/5.6.1/lib/5.6.1/i686-linux-thread-multi -I/home/cpanrun/build/5.6.1/lib/5.6.1 /home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/xsubpp  -typemap /home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/typemap SQL.xs > SQL.xsc && mv SQL.xsc SQL.c
gcc -c -I. -DUSE_REENTRANT_API -D_GNU_SOURCE -D_REENTRANT -fno-strict-aliasing -D_LARGEFILE_SOURCE -D_FILE_OFFSET_BITS=64 -O2   -DVERSION=\"0.03\" -DXS_VERSION=\"0.03\" -fpic -I/home/cpanrun/build/5.6.1/lib/5.6.1/i686-linux-thread-multi/CORE  SQL.c
In file included from SQL.xs:4:
tdsql.h:6: coptypes.h: No such file or directory
tdsql.h:7: coperr.h: No such file or directory
tdsql.h:8: dbcarea.h: No such file or directory
tdsql.h:9: parcel.h: No such file or directory
make: *** [SQL.o] Error 1