On Win32 you will want to get PPM working, won't work is a fairly useless and generic description.....it does work, you probably have a minor config issue perhaps your firewall or a proxy?

C:\>ppm install Net::Ping
====================
Install 'Net-Ping-External' version 0.11 in ActivePerl 5.8.0.806.
====================
Installing D:\Perl\html\site\lib\Net\Ping\External.html
Installing D:\Perl\site\lib\Net\Ping\External.pm
Successfully installed Net-Ping-External version 0.11 in ActivePerl 5.
+8.0.806.

C:\>ppm

ppm> rep

Repositories:
[1] ActiveState PPM2 Repository
[2] ActiveState Package Repository

ppm> rep describe 1

Describing Active Repository 1:
    Name: ActiveState PPM2 Repository
Location:
http://ppm.ActiveState.com/cgibin/PPM/ppmserver-5.8-windows.pl?urn:/PP
+MServer
    Type: PPMServer 2.0

ppm> rep describe 2

Describing Active Repository 2:
    Name: ActiveState Package Repository
Location:
http://ppm.ActiveState.com/PPM/ppmserver-5.8-windows.plex?urn:/PPM/Ser
+ver/SQL
    Type: PPMServer 3.0

ppm> quit

C:\>
[download]

If you can't get PPM to work (RTFM or post some detail) then you can just go to AS, get the Module.zip file. Unzip it, and then ppm install Module.ppd

Get nmake from here http://download.microsoft.com/download/vc15/Patch/1.52/W95/EN-US/Nmake15.exe

See A Guide To Installing Modules