I ran the make file. It put the module files at:

Tk-DKW-0.03/blib/lib/Tk

You ran the makefile. But you didn't install it. That's why the module is in such a weird place.

It was never the idea to have a separate file tree for every module you install. It was the intention to have at most a few roots containing the modules you need. If you want to have the module under your home directory, then install it there. local::lib might be a handy too for it.