Make your life simpler, and install findlib ;-) (The presence of
site-lib for the path to pcre indicates it'll work out of the box)

In a script, you can do:

#use "topfind";;

#require "pcre";;

at this point, it'll have loaded all the necessary .cma & .cmi files,
added path to the .cmi/.mli files to the search path, and also resolve
any dependencies.