Perl 5.8.6 is 9 years old, consider installing a modern perl. My preference is Strawberry Perl, as it has a C compiler and build tools along with many handy modules already installed. To install Win32::GuiTest

c:\cpan Win32::GuiTest
[download]

If you choose not to instal a modern perl you'll have to install a C compiler, ppm makes this easy for you:

ppm MinGW
[download]

You're not clear in you SO post how you tried to install these modules, though it suggests you simply download .pm files for 2 versions, and attempted to install them, somehow. How do I post a question effectively?.

Update: Fix typo.