Check out this link: http://www.perl.com/pub/doc/manual/html/lib/ExtUtils/Installed.html.

   use ExtUtils::Installed;
   my ($inst) = ExtUtils::Installed->new();
   my (@modules) = $inst->modules();
   my (@missing) = $inst->validate("DBI");
   my $all_files = $inst->files("DBI");
   my $files_below_usr_local = $inst->files("DBI", "all", "/usr/local");
   my $all_dirs = $inst->directories("DBI");
   my $dirs_below_usr_local = $inst->directory_tree("DBI", "prog");
   my $packlist = $inst->packlist("DBI");

- above info retrieved from www.perl.com
---------------------------------------------------
from shell : perl -MFoo -we 1
where Foo is module name, to find out if Foo is installed

-got from a chat session / which turned into a post

Update:  punkkid is right, but he forgot ';'
This'll work just as well:
  if(eval("require CGI;"))
  {  print "CGI is here";}
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