You will need to create the database used by Geo::Coder::Free.
In the bin directory there are some helper scripts to do this.
You will need to tailor them to your set up, but that's not that hard as the
scripts are trivial

1) download_databases - this will download the WhosOnFirst and Openaddr
databases.  The Makefile.PL file will download the MaxMind database.
2) create_db - this creates the database used by G:C:F.  It's actually called
openaddr.sql, but that's historical before I added the WhosOnFirst database.
The names are a bit of a mess because of that.
I should rename it, though it doensn't contain the Maxmind data.
3) create_sqlite - converts the Maxmind database from CSV to SQLite.

See the comment at the start of createdatabase.PL for further reading.