You need to install librrd first to be able to use PECL/rrd. Most common option is using of librrd-dev package from your favourite Linux distro. PECL/rrd is tested with librrd 1.4.3, older or newer versions might or might not work for you.
Librrd and hence extension itself aren't mostly thread safe. There are many global and shared states in librrd. It can be dangerous use this extension in multi threaded environments like Apache2 mpm worker. If there are many parallel requests, one request can change some global librrd state of other runnig requests.