Warning: prerequisite Getopt::ArgvFile 1.07 not found.
Warning: prerequisite Module::ScanDeps 1.21 not found.
Warning: prerequisite PAR 1.014 not found.
Warning: prerequisite PAR::Dist 0.22 not found.
Warning: prerequisite Win32::Exe 0.17 not found.
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You'll need to first install those modules (and any prerequisites that they list).
You'll see that one of those modules listed is PAR, and it's the module that contains PAR/Heavy.pm.

The simplest way of getting it done is to use the cpan utility (cpan.bat):

cpan -i PAR::Packer
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But that won't work if you don't have an internet connection. It is possible to configure cpan to install from sources stored on the local machine - but I've no experience with that.
You'd need to check the cpan documentation - see perldoc cpan
This excerpt from that documentation looks promising:

# with just the dot, install from the distribution in the
# current directory
cpan .
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That is (I think), put all of the source distributions (tar.gz files from CPAN) into the same folder on your local machine, cd to that directory and run:

cpan . -i Par::Packer
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If you have trouble getting that working, ask about it in a new thread.
Or you can install Par::Packer and its dependency chain in the way you're doing it - it's a bit tedious, but it can be done that way if you want.

Cheers,
Rob