Here are the steps to get you started (I put my stuff compiled from source into /usr/src):

First of all we install a few libraries:

• aptitude install build-essentials pkg-config libglib2.0-dev libgmime-2.4-dev flex libmysqlclient-dev libmhash-dev libevent-dev libssl-dev git

Create the directories:

• mkdir /usr/src/dbmail
  cd /usr/src/dbmail

Grab and install libzdb, needed for dbmail > 2.3

• wget "http://tildeslash.com/libzdb/dist/libzdb-2.10.tar.gz"
  tar -zxf libzdb-2.10.tar.gz
  cd libzdb-2.10
  ./configure && make && make install

check out dbmail from git:

• cd /usr/src/dbmail
  git clone git://git.dbmail.eu/paul/dbmail
  cd dbmail
  ./configure --with-zdb=/usr/local
  make && make install

Thats already the basic setup, the rest as setting up the database etc you can check out here.