Just in case you got lost in all those docs, check out the Interactive section:

http://search.cpan.org/~andk/CPAN-1.87/lib/CPAN.pm#Interactive_Mode

Then you can install modules with a single command, install Some::Fancy::Module.

Assuming everything's set up correctly and assuming the packages aren't broken, it should be able to resolve all dependencies for you automatically (although sometimes it takes a while). It works for me about 99% of the time.