Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for -lmigemo
Writing Makefile for Text::Migemo
cp lib/Text/Migemo.xs blib/lib/Text/Migemo.xs
cp lib/Text/Migemo.pm blib/lib/Text/Migemo.pm
/export/home/cpanrun/build/5.6.1/bin/perl -I/export/home/cpanrun/build/5.6.1/lib/5.6.1/sun4-solaris-thread-multi -I/export/home/cpanrun/build/5.6.1/lib/5.6.1 /export/home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/xsubpp  -typemap /export/home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/typemap Migemo.xs > Migemo.xsc && mv Migemo.xsc Migemo.c
gcc -c  -Isrc -O   -DVERSION=\"0.01\" -DXS_VERSION=\"0.01\" -fPIC -I/export/home/cpanrun/build/5.6.1/lib/5.6.1/sun4-solaris-thread-multi/CORE  Migemo.c
Migemo.xs:8: migemo.h: No such file or directory
make: *** [Migemo.o] Error 1