poclbm is a Python miner, and as such doesn't need to be compiled.
Are you using Linux or Windows? If Linux, you just need to have PyOpenCL installed and you should be good to go (./poclbm.py)
If you're on Windows, you have a few options.
1) Find a pre-compiled version of PyOpenCL for your installed version of Python and use that.
2) Compile PyOpenCL yourself
3) Use my version of poclbm, for which I built a Windows EXE: http://forum.bitcoin.org/index.php?topic=19169.msg254264#msg254264
4) If you have Python 2.6 installed, you might be able to just use the compiled version of PyOpenCL included in poclbm binary releases.
Also of particular note are Luke Jr's modifications to poclbm: http://forum.bitcoin.org/index.php?topic=19051.0