Use PPM::Repositories to add repositories to PPM. ActiveState Perl ships with CPAN, so you can use it to install modules also. You will have to install MinGW (along with some other build tools) for building modules which aren't Pure Perl, via:

ppm> install MinGW
[download]

Then you could install using the CPAN client.

See also Installing Modules from the tutorials section of this site.