How do I get this up and running?

I'm not sure which ppm package you've grabbed - but the one that ActiveState provides is a bit limited in relation to the functionality that it provides. It's a much better option to:

ppm install http://theoryx5.uwinnipeg.ca/ppms/PDL.ppd
[download]

You'll probably first need to ppm remove PDL before you'll be able to successfully run that installation command.

Cheers,
Rob