Welcome to the Centrify Community.
Because you are posting on the Centrify Express forum, I have to state that commercial customers with valid licenses or doing a trial are entitled to the DB2 plugin. If you are a commercial customer, dismiss this message, you should be able to post in the Server Suite forum, if you don't have a Centrify Support account, a quick note to your Centrify representative is in order.
That out of the way, make sure that you're running the setupdb2.sh program with elevation (root, sudo, dzdo) and that you have looked at the DB2 authentication guide included with the tarball.
We also have a quick lab here:
R.P