Start with ActiveState Perl, use ActiveState's "ppm" utility. It is well documented within the ActiveState POD.

Let us know if you have questions on using that utility after you've looked over its documentation.

If you have to ask how to install modules on a Windows system (it is a legitimate question), you probably should be using ActiveState for two good reasons: First, it comes with PPM. ...you need that for now. Second, it's the most common port of Perl for Windows. Unless you have a reason to use some other port, go with the commonly used one.