I've never done it successfully on Windows. Linux of course comes with the tools to compile modules written in C or whatever, but Windows does not. If it's a pure Perl module (as in, written solely in Perl) then you can just download and copy it into the C:\Perl\lib directory. Otherwise, I've always relied on ppm. Use the
command and familiarize yourself with the controls. It does have a search function to help you lookup the package names before you download them.