Since Data::Dumper is a core module, there is no need to install it. You can verify that it is installed as follows:

perldoc -l Data::Dumper
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For XML::Simple and other CPAN modules, refer to Tutorials > Modules: How to Create, Install, and Use > Installing Modules

Update: Another valuable tool here at the Monastery is Super Search. Since this question has been asked frequently, there is much detailed information on the topic.