It seems that your installation of Berkeley DB (berkdb, db, whatever you'd call it) is incomplete.

A proper installation of Berkeley DB should install db.h, which is depended on by db_cxx.h (which is also part of berkdb)

I'm guessing that the problem is that you're missing the /usr/include/db.h symlink

Do you have a /usr/include/dbX.X directory, where X.X is your version of berkdb?  Just "ln -s /usr/include/dbX.X/db.h /usr/include/db.h", and all is well