You can install modules locally. You can't successfully install Compress::Zlib (which is what you need) by copying its .pm file. What you should do is to go through the usual installation of the module but supply its location:

perl Makefile.PL LIB=/full/path PREFIX=/full/path
make
make install
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Note that you must have an absolute path for this to work. Now when you run your program, just add /full/path to its search path:

use lib '/full/path';
use Compress::Zlib;
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