The dbx module is a database abstraction layer (db 'X', where 'X' is a supported database). The dbx functions allow you to access all supported databases using a single calling convention. In order to have these functions available, you must compile PHP with dbx support by using the --enable-dbx option and all options for the databases that will be used, e.g. for MySQL you must also specify --with-mysql. The dbx-functions themselves do not interface directly to the databases, but interface to the modules that are used to support these databases. To be able to use a database with the dbx-module, the module must be either linked or loaded into PHP, and the database module must be supported by the dbx-module. Currently, MySQL, PostgreSQL, Microsoft SQL Server and ODBC are supported, but others will follow (soon, I hope :-).
Documentation for adding additional database support to dbx can be found at http://www.guidance.nl/php/dbx/doc/.