Perl complains about not finding WWW/Search/PubMed.pm in its @INC, so moving the module where you put it should be enough to let it work.
There are few debug options in WWW::Search, nonetheless: first of all, try

use WWW::Search;
print sort &WWW::Search::installed_engines();
[download]

(more or less pasted from perldoc WWW::Search) to see if PubMed is recognized correctly. Assuming it is, you could try

use WWW::Search;
my $oSearch=WWW::Search->new('PubMed');
$oSearch->native_query(
 "lung cancer treatment",
 { search_debug=>1, search_parser_debug=>1 }
);
#... whatever ...
[download]

so that the engine will spit out some (hopefully useful) debug information.
HTH!