Oracle, Sybase, SQLServer bulk components require database client software.

Sybase clients are available at this location: http://www.sybase.com/detail?id=1087327
For more information on the Sybase client installation, please read How to install Sybase

Oracle clients are available at this location:

Windows 64 bits

1. Go to the page : http://www.oracle.com/technetwork/database/enterprise-edition/downloads/112010-win64soft-094461.html
2. Accept the License Agreement
3. Download the win64_11gR2_client.zip file

Windows 32 bits

1. Go to the page : http://www.oracle.com/technetwork/database/enterprise-edition/downloads/112010-win32soft-098987.html
2. Accept the License Agreement
3. Download the win32_11gR2_client.zip file

Other versions: http://www.oracle.com/technetwork/database/enterprise-edition/downloads/index.html?ssSourceSiteId=ocomen

You need to install the SQLServer client to use SQLServer bulk component. The SQL Server client software is available on your installation CD.
To download the client for SQL Server 2005 or 2008, go to http://msdn.microsoft.com/en-us/data/ff658533

You need to install an external sort program.
For example, you can download the sort.exe util from gnu.org : http://www.gnu.org/software/coreutils/