You are right. If you did "yum install perl-Mail-DKIM" then surely Mail::DKIM is installed.
As far as Mail::DKIM is concerned, there are no other steps, you should be good to go.
As far as amavisd-new is concerned, there may be additional steps. But I do not know what they may be. You may need to ask in an Amavisd-new forum or mailing list.