If you can get CPAN.pm configured appropriately, that would be the simplest way to install PDL. Otherwise, you could do as I do on Cygwin:
There are very few dependencies for PDL. The only listed ones that come to mind are Astro::FITS::Header, Convert::UU and Inline, and you might not even need them - at the expense of missing out on some functionality. Those modules should, however, install without any trouble, so best to install them (along with the optional ExtUtils::F77 if you have a fortran compiler).
To build and install your modules, first decide upon a directory into which you can install them - let's call it /home/me/my_modules.
Set the PERL5LIB environment variable to
/home/me/my_modules/lib/perl5Then download the module you want to build, extract it to some location,
cd to the module's source top level directory and run, in succession:
perl Makefile.PL INSTALL_BASE=/home/me/my_modules
make test
make install
Do that for Astro::FITS::Header, Convert::UU, Inline, (optionally ExtUtils::F77) and finally PDL itself.
The two packages you specifically mentioned (PDL::NiceSlice and PDL::Char) come as part of PDL.
Cheers,
Rob
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