.pm files are perl modules - essentially resuable code that you can include and use. Have a look at perlmod and perlmodlib, then head over to http://search.cpan.org and see what an insane wealth of already invented wheels you have at your disposal. Tried and true solutions to common (and uncommon) problems people often bump into.
CGI.pm is one of those. It is what basically *everyone* uses to do dynamic HTML in perl, and it is very thouroughly tested, plus it has tons of convenience methods for you to use. You will not regret it if you start to use that instead of rolling your own.
You should already have CGI.pm and lots of other really useful modules included with your perl - try to type perl -V on the command line, and look at the directories that are listed under the entry @INC. Look in those paths, and there they should be. For documentation on them, use perldoc which should be included too, or go to http://perldoc.com.
Hope that helps. :)
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