You are correct that it is possible to install the MinGW environment into ActiveState. For the sake of completeness, to do so, start CMD.EXE and run (assuming ActivePerl is installed in C:\perl)
c:\perl\bin\ppm install MinGW However, this alone is not going to be sufficient. In my experience that a user would then also have to add update their %PATH% environment variable to
path C:\perl\bin;C:\perl\site\bin;%PATH% Then, the user would have to find and install nMake (i.e. http://download.microsoft.com/download/vc15/patch/1.52/w95/en-us/nmake15.exe) into some directory in their %PATH% (i.e. c:\perl\bin). Only then can they use CPAN safely.
The alternative to that long winded solution is Strawberry Perl, where all of that rigamarole is done automatically for the user. Hence, my suggestion ;-)