Without being able to test it until monday. I'm very sure that setting the index_expire option to a high value is the solution. Because my problem were the index files. And it worked on the same day, but not afterwards. My setting was one day. This explains the complete behaviour although I have to say that the error message given by cpan was a bit misleading. Instead of saying that the index file expired, it tells me that it is not available.

Here a summary, because at the end it does not seem to be much to do. First get a cpan via minicpan. Then add your local path to the urllist and set index_expire to a high value. That should be everything.

cpan> o conf urllist unshift file://D:/Perl/strawberry/cpan/sources/
cpan> o conf index_expire 1000
cpan> o conf commit
[download]

It was that easy. Setting the index_expire to a high value solved the problem. Thank you!!!