This is the laziest way that I know. First, create the directory where you want to store the files. Next, cd to that directory. For an example, try this:

#!/usr/bin/perl

use strict;
use warnings;
use Net::FTP;

use constant HOST  => 'ftp.cpan.org';
use constant DIR1  => '/pub/CPAN/authors';
use constant FILE1 => '01mailrc.txt.gz';
use constant DIR2  => '/pub/CPAN/modules';
use constant FILE2 => '02packages.details.txt.gz';
use constant FILE3 => '03modlist.data.gz';

my $ftp = Net::FTP->new(
    HOST, 
    Debug => 1, 
    Passive => 1, 
    Timeout => 1
);

$ftp->login('anonymous');
$ftp->cwd(DIR1);
$ftp->binary;
$ftp->get(FILE1);
$ftp->cwd(DIR2);
$ftp->get(FILE2);
$ftp->get(FILE3);
$ftp->quit;
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