CPLEX 8.1 runs under the control of the ILOG License Manager (ILM). Before you can run CPLEX, or any application that calls it, you must have established a valid license that ILM can read. Licensing instructions are provided in the ILOG License Manager User's Guide & Reference, which is included with the standard CPLEX product distribution. The basic steps are:

Install ILM. Normally you obtain ILM distribution media from the same place that you obtain CPLEX.
Run the ihostid program, which is found in the directory where you install ILM.
Communicate the output of step 2 to your local ILOG sales administration department. They will send you a license key in return.
Create a file on your system to hold this license key, and set the environment variable ILOG_LICENSE_FILE so that CPLEX will know where to find the license key. (The environment variable need not be used if you install the license key in a platform-dependent default file location.)