Go into .cpan/build/<module_name>/t/ for the module that is failing. Take a look at the test that is complaining and see if you can't figure out what it is trying to accomplish.

Sometimes tests fail because they are badly written. In this case if you look at the test and find that it's broken, then you can ignore it or see how you can make it work. However, you may find that there is a dependency. For example, sometimes there is a non-perl binary that is required for a test to pass.

Follow the tests to the source of the problem. You might learn something new.