Are you behind a proxy? Run:

cpan

Then at the prompt:

o conf init /proxy/
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Follow the prompts. The format of the HTTP Proxy is http://proxy.example.com:PORT. Put https if your proxy is SSL-enabled, and you can use the proxy IP instead of a domain name if it doesn't have one.

Continue through the prompts, then after you're done and back at the cpan command:

o conf commit
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Then try cpan or cpanm again.