It depends on whether the module contains any C code. If this is the case, the glue between perl and C is usually XS (though SWIG is also available). An output of these tools is the file makefile.pl.

When you run this perl code, it uses ExtUtils::MakeMaker to produce a makefile (= make script) for the platform on which you are running. This file (called MAKEFILE on Win32) contains dependency rules to build the software (nmake), test it (nmake test) and install it (nmake install).

On CPAN, all modules are packaged up to use makefile.pl, hence the installation instructions are nearly always the same, saving you having to grok the readme file every time.

You don't need to know the syntax of a makefile to use it, but this is useful when the build breaks - usually because the author has made some assumptions about file path syntax (Grrr :-{).

In terms of getting a make tool that works, nmake is your best bet, as described by Ovid