make test verifies that everything is running as it should. If that's not the case, that's a sign that something is broken, and will not produce the expected results when you try using it. It could be a sign that the distribution was corrupted, or that it doesn't properly handle your platform, or that you're missing dependancies, or in the case of compiled modules, that a library is missing.

Normally, you would want to take a look at the README, or other install notes, as it might be a known issue. (especially if there's a 'README.macos' file, or similar).

If you haven't already, I'd also suggest downloading the Developer Tools from Apple's website, specifically the BSD Tools and gcc, which you'll need for any compiled Perl modules. (BSD Tools should have the perl.h file, if I recall correctly).