A Guide to Installing Modules will help. Crypt::OpenPGP is pure perl so should not cause you any grief. Also for cryptographic ppms in general (activestate does not support them any more) go to http://theoryx5.uwinnipeg.ca/ and select the link for 8xx or 6xx. Then (privided they have what you are after) you just do:

C:\>ppm install http://theoryx5.uwinnipeg.ca/ppms(or 5.8 path)/Crypt-W
+hatever.ppd
[download]