As sifen said, you need to download the postal code database, as explained in the INSTALL file. This is an unfortunate aspect of this module. The author said he'd accept a fix if I emailed him one; perhaps in the next few weeks I can find some time to do that.

I think part of your problem, though, is that $postal_codes has an array reference, so you need to print it like this:

print "@$postal_codes";
[download]