$ perl -MCPAN -e shell
cpan> install Alien::Zstd
##</code><code>##

c:/Strawberry/perl/site/lib/auto/share/dist/Alien-zstd/lib/libzstd.a
##</code><code>##

cpan> install Compress::Stream::Zstd
...
The system cannot find the file specified
-or-
Cannot find ext/zstd/lib/libzstd.a: No such file or directory
-or-
Something similar

##</code><code>##

c:/Strawberry/cpan/build/Compress-Stream-Zstd-0.206-0

##</code><code>##

$ copy c:/Strawberry/perl/site/lib/auto/share/dist/Alien-zstd/lib/libzstd.a c:/Strawberry/cpan/build/Compress-Stream-Zstd-0.206-0/ext/zstd/lib

##</code><code>##

$ cd c:/Strawberry/cpan/build/Compress-Stream-Zstd-0.206-0
$ perl ./Build.PL
$ ./Build
$ ./Build test
$ ./Build install