I would suggest you use CPAN (as you were attempting) to get all of this installed and dependent modules built and installed. Typically you would do this as root, but you don't have to. Towards the bottom of the CPAN man page, we get this in the FAQ section:

I am not root, how can I install a module in a personal directory?

You will most probably like something like this:

  o conf makepl_arg "LIB=~/myperl/lib \
                    INSTALLMAN1DIR=~/myperl/man/man1 \
                    INSTALLMAN3DIR=~/myperl/man/man3"
  install Sybase::Sybperl
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You can make this setting permanent like all o conf settings with o conf commit.

You will have to add ~/myperl/man to the MANPATH environment variable and also tell your perl programs to look into ~/myperl/lib, e.g. by including

  use lib "$ENV{HOME}/myperl/lib";
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or setting the PERL5LIB environment variable.

Another thing you should bear in mind is that the UNINST parameter should never be set if you are not root.

Update: Naturally, this is going under the assumption that you're using the CPAN shell (just run "cpan" if it's been installed correctly, or do "perl -MCPAN -e shell" as another poster mentions. The CPAN man page explains all of this, and I'm sure you're already familiar with how this works or you wouldn't know enough to try and install it using CPAN in the first place.