... I need to use Gnu make

You probably don't need Gnu make. Just run

perl -V:make
[download]

and that will output the name of the make program that you need.
Whichever flavour of make is specified (most likely either 'nmake' or 'dmake'), you should be able to install it using HTTP - but first check to see that you don't already have it.

Cheers,
Rob