CPAN

C:> perl -MCPAN -e shell
cpan> ?  ## How to get help in CPAN
cpan> i /Date::Calc/
      [Information on Date::Calc]
cpan> install Date::Calc
      [Assorted messages]
cpan> q  ## How to get out of CPAN
C:>
[download]

or PPM

C:>ppm
ppm>help ## How to get help in ppm
ppm> search Date::Calc
     [Information on Date::Calc surprisingly enough...]
ppm> install Date::Calc
     [Assorted messages]
ppm> exit ## How to get out of ppm
[download]

Don't you just love consistency.. :-)
Hope this helps.