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You will need both the PAM headers and the MySQL 5.5 headers and corresponding mysql_config binary available on your system.
If you are not using one of the pre-built binary packages, you will need to compile the plugin from source. You can either use a source tarball or the source repository.
For getting a copy of the latest development bzr tree:
$ bzr branch lp:percona-pam-for-mysql
If you are building from bzr, you will need to generate the configure script:
$ ./bootstrap
You do not need to run bootstrap if you are using a source tarball.
You then need to build the plugin:
$ ./configure
$ make
To install, you can simply run (as root or using sudo or similar):
$ make install
The shared library that holds the plugin, auth_pam.so, needs to be stored in the plugindir directory of mysql. You can get this value via the command:
$ mysql_config --plugindir
Make sure that after installed, the library has got the appropiate permissions (file execution is required).
Most packages should do this for you, so this is likely only required with the binary tarballs.
In order to load the plugin into the working server, issue the following command:
mysql> INSTALL PLUGIN auth_pam SONAME 'auth_pam.so';
You can now create a PAM configuration for the MySQL server and create users that are authenticated by PAM.