Try using ppm to install GDGraph rather than GD::Graph. There appears to be Activestate docs for the module here and that's the terminology that they use.

I don't know the GD::Graph module well enough to say for certain, but if there's an XS or other C code in there, the source will need to be compiled before it works. Dropping the module source code into a directory may work for some modules, but it's definitely not the recommended way of installing CPAN modules.