Take a look at the installation notes. Note the first suggestion of using your OS package management. Failing that you'll need to meet the dependencies and build from source. cpan/cpanm are command line tools to automate the installation of modules and their dependencies. cpanm is faster and is recommended by the BioPerl installation procedure documented in the link above. Both of these tools require internet access, unless you have a local mirror. My suggestion was to use minicpan on a system with internet access to create a mirror of the cpan, transfer it (via whatever method you use to get files onto this server), the configure cpanm to look at the local mirror rather than try to connect to the internet. For cpanm there is an example in the documentation, the --mirror option, which would be the path to the transferred cpan mirror.

I use this method at work on a daily basis and have no issues.

You'll need to spend some time reading and understanding these links. Alternatively speak to your system administrator and have them set this up for you.

Thank you very much,cookersjs! I make the minicpan works following your advice. I installed BioPerl successufly with local mirror of CPAN, but when I run perl INSTALL.PL to install VEP, it still report the same error log:

Destination directory ./Bio already exists.
Do you want to overwrite it (if updating VEP this is probably OK) (y/n
+)? y
 - fetching BioPerl
curl: (6) Couldn't resolve host 'github.com'
 - unpacking ./Bio/tmp/release-1-6-924.zip
format error: file is too short
 at /home/schexy/localperl/lib/perl5/Archive/Zip/Archive.pm line 692.
        Archive::Zip::Archive::_findEndOfCentralDirectory(Archive::Zip
+::Archive=HASH(0x133dea0), IO::File=GLOB(0x133dd20)) called at /home/
+schexy/localperl/lib/perl5/Archive/Zip/Archive.pm line 591
        Archive::Zip::Archive::readFromFileHandle(Archive::Zip::Archiv
+e=HASH(0x133dea0), IO::File=GLOB(0x133dd20), "/home/schexy/software/e
+nsembl-tools-release-87/scripts/varian"...) called at /home/schexy/lo
+calperl/lib/perl5/Archive/Zip/Archive.pm line 559
        Archive::Zip::Archive::read(Archive::Zip::Archive=HASH(0x133de
+a0), "/home/schexy/software/ensembl-tools-release-87/scripts/varian".
+..) called at /home/schexy/localperl/lib/perl5/Archive/Extract.pm lin
+e 1153
        Archive::Extract::_unzip_az(Archive::Extract=HASH(0x189b718)) 
+called at /home/schexy/localperl/lib/perl5/Archive/Extract.pm line 43
+1
        Archive::Extract::extract(Archive::Extract=HASH(0x189b718), "t
+o", "./Bio/tmp/") called at INSTALL.pl line 1526
        main::unpack_arch("./Bio/tmp/release-1-6-924.zip", "./Bio/tmp/
+") called at INSTALL.pl line 639
        main::bioperl() called at INSTALL.pl line 246
        main::api() called at INSTALL.pl line 221
Unable to read '/home/schexy/software/ensembl-tools-release-87/scripts
+/variant_effect_predictor/Bio/tmp/release-1-6-924.zip' at INSTALL.pl 
+line 1526.
Unable to unzip '/home/schexy/software/ensembl-tools-release-87/script
+s/variant_effect_predictor/Bio/tmp/release-1-6-924.zip':
[download]

It seems like the problem is the INSTALL.PL cannot find my installed BioPerl, so it goes to github to download. Could you please give me some suggestions about how to fix this? Looking forward to hearing from you. Thanks again!