Did you download from ActiveState (use ppm)?

If so, ppm took care of installation... (and, in any case, although "install" is a ppm command, it is not a native windows command).

If not, perhaps you'll explain what you did do.

To check whether you actually have Win32::GuiTest you might try

perldoc Win32::GuiTest

You may find some of the many entries found by Googling for "Win32::GuiTest.PPD" useful. There are several explanations available just on the first page of results.