My understanding is that ActiveState's Active Perl 'ppm' installs CPAN modules that have been built/compiled by ActiveState. These compiled modules are stored in a special format in "repositories" which only work with Active Perl. This makes installing modules in Active Perl very easy. However not all CPAN modules are available.

See:
http://www.activestate.com/activeperl/ppm-perl-modules - some info about PPM & PPM Index
http://code.activestate.com/ppm/ - PPM Index: lets you search to see if a specific CPAN module is available via ppm
http://code.activestate.com/ppm/DBD-JDBC/ - indicates that "DBD-JDBC is unavailable in PPM, because there aren't any builds for it in the package repositories." ie all builds failed as indicated by the red icons.

I don't see it in the list when running ppm, and "ppm install DBD-JDBC" doesn't find it.

Explained by 3rd link above.

I tried adding cpan to the repository list in ppm (http://www.cpan.org) but zero modules are added.

Thats because CPAN does not provide a repository. CPAN provides modules in the form of source code for all platforms (but you have to build them), while repositories are provide a subset of CPAN's modules pre-built/compiled by ActiveState specifically for Active Perl.

I'm afraid I don't know about the "authorization required" error.

See this for some links that might be useful: Perl upgrade JComboBox alternative

UPDATE: s/are/provide/