Try:

Administrator://{C} # ppm search MinGW
Downloading ActiveState Package Repository packlist...done
Updating ActiveState Package Repository database...done
1: MinGW
   Utility to manage software builds
   Version: 5.1.4.1
   Author: MinGW Team (http://mingw.org)>
   Require: dmake
   Repo: ActiveState Package Repository
   CPAN: http://search.cpan.org/dist/MinGW-5.1.4.1/

Administrator://{C} #
[download]

The 'search' feature will search your set repositories for it. Perhaps you don't have a repository with MinGW available?

Alternatively, you could download http://www.mingw.org by itself and follow installation instructions, making sure you put it in your path. I have Bloodshed Dev-C++ (which doesn't seem to be available anymore at www.bloodshed.net) installed - which uses the MinGW gcc/g++ compilers. It's in my path and Perl uses it just fine with 'dmake' (ppm install dmake).