Install by cpan

cpan -i foo
Replace foo with the module name you want to install.

Install from source

Search the module on cpan.org
Download the source.
Let's use HTML::Entities for example.
You will get your search url:
http://search.cpan.org/~gaas/HTML-Parser-3.72/lib/HTML/Entities.pm
The source url will be:
http://www.cpan.org/authors/id/G/GA/GAAS/HTML-Parser-3.72.tar.gz

Make and install perl module

  tar -xvf HTML-Parser-3.72.tar.gz   
  cd HTML-Parser-3.72/ 
  perl Makefile.PL
  make
  sudo make install