ActiveState uses the distribution name for the package name instead of the primary module. For most modules, this just involves replacing the colons with a dash. For other it is completely different. For example, Net::LDAP is in the perl-ldap package. PPM can't map module names to distributions like CPAN can. search.cpan.org is a big help to find out what distributions a module is found in if the default doesn't work.

It is possible to use CPAN (and probably CPANPLUS) or manual install with Windows. ExtUtils::MakeMaker supports and uses nmake on Windows. Binary modules are harder to build because they need the environment used to build Perl. For ActivePerl, this is Visual Studio. Building binaries is just harder on Windows; Module::Build does not help much.