It appears the only file ppm downloaded was Util.pm into my PDL folder

That's fine, so long as the dependencies listed under PREREQ_PM in the Makefile.PL are met.
PDL::Util is pure perl and Util.pm is the only file needed for PDL::Util to be functional.
This works ok for me on MS Windows (version 0.010 of PDL::Util):

use strict;
use warnings;
use PDL;
use PDL::Util 'add_pdl_method';

add_pdl_method({'getArray' => 'unroll'});

print "OK\n";
[download]

(Btw, the the perldl mailing list is an excellent resource for PDL issues.)

Cheers,
Rob

UPDATE: For the latest and most "feature-packed" versions of PDL (via PPM), including the latest devel release, refer to the wiki entry on installing PDL on Windows.