Please take it the right way when I say:   “Stop, and figure it out.”

There are several possibilities here, which might be informed by other messages you haven’t listed here, such as:

• Incorrect specification of which server to contact.
• Unable to log on to that server.
• No read/write access by your user-id to the target directory on your system.
• etc...

On the one hand, CPAN is quite confusing to get to know ... well do I remember how it fuddled me.   But on the other hand, the first thing they tell you to do when you’re lost in the woods is to stop.   You need to gather clues from the messages surrounding the one that you have reported.   None of us here can respond meaningfully to what you have posted because we have no way to know, either the whole of what you actually did, or the whole of what the computer actually said ...