All the dependencies of Gtk2::MozEmbed are listed in its README. It needs these Perl modules:

ExtUtils::Depends,
ExtUtils::PkgConfig,
Glib >= 1.060,
Gtk2 >= 1.081.

And either mozilla-gtkmozembed >= 1.7 or firefox-gtkmozembed >= 1.0. Installing either Mozilla or Firefox and the associated development package should get you everything you need.

No, the Makefile.PL does not fetch and build Mozilla or Firefox. When you install via CPAN.pm or CPANPLUS.pm, the other dependencies will be automatically installed, though (modulo some current issues).