I just tried downloading Sys::Alarm. The .tgz file contains one file: Sys/AlarmCall.pm. There is no Readme file and no Makefile.pl. To install it you should presumably just copy it into a directory that is searched for perl modules. You can get a list of them by running

 perl -e 'print join("\n", @INC);'

or put it in a new directory and put

use lib "/my/directory/name/";

at the top of your program.

Update: Ooops. I just tried following the CPAN link Sys::Alarm that I gave above and got a file which did include a Makefile.PL etc. I somehow found an old version (1.1) before which didn't. It sounds from what you say in your question and your comment about that you did too. It would explain why it was claiming not to find Makefile.PL, and you did say that you just got Sys/AlarmCall.pm out of the tgz file. Try following this link and getting version 1.2.