In order to build this extension yourself you need the db++ client libraries and header files to be installed on your system (these are included in the db++ installation archives by default). You have to run configure with option --with-dbplus to build this extension.
configure looks for the client libraries and header files under the default paths /usr/dbplus, /usr/local/dbplus and /opt/dblus. If you have installed db++ in a different place you have add the installation path to the configure option like this: --with-dbplus=/your/installation/path.