Going by the documentation, it looks like you need to add the extension: 
perl -MCPANPLUS -we 'install("/P/PM/PMQS/Compress-Zlib-1.42.tar.gz")'

[download]
but I just looked at the code, and there doesn't actually seem to be support for this at all. I suggest you file a bug.

In reply to Re^3: CPANPLUS with versioned Modules by ysth
in thread CPANPLUS with versioned Modules by mishikal

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