Did Berkeley DB build correctly? If you can't find the library file, the linker sure won't be able to either. If you know where it is, add an -L/path/to/db_cxx.lib to the LDFLAGS environment variable.

Whenever I build an altcoin daemon in Linux, I have to add an -I/path/to/db_cxx.h to my CFLAGS and CXXFLAGS. Libraries work the same way, but with -L and LDFLAGS.