I may be wrong, but I think you might have to look at the ppm command (rather than cpan) to install modules on Active State.

That's not quite true. In short, it is possible to install modules directly from CPAN using ActivePerl.

The first hurdle of using Perl on Windows is that Windows does not include a compiler (and related tools) with the OS. So ActiveState's approach was to create a repository of precompiled Perl modules that could be installed on a Windows system that didn't have the required compiler components to build directly from CPAN. The drawback was that their repositories did not include all modules in CPAN and it usually did not have the latest versions of modules (unless a module's latest version had been out for a few years with no updates). But it did get around the issue of not having a compiler.

If you had a compiler (and related tools, such as make) that was compatible with what ActiveState used to build their ActivePerl, you could use that to install modules directly from CPAN. At some point ActiveState did offer MinGW and dmake PPM modules to help with this capability (And I believe I had seen some claim that ActivePerl came with everything needed to install modules directly from CPAN, but I don't recall seeing that in my personal experience). I have used that route for 32-bit ActivePerl. I don't know all of the caveats, but I think the steps were a bit more trickier to do this with 64-bit ActivePerl. (Never tried it or researched much into it. Using 32-bit Perl was good enough for my needs at that time.)

A few months ago, ActiveState announced in a blog post that they were going to move away from maintaining their own repositories for their language distributions and would instead ensure that their distributions included the tools needed to install directly from the community repositories. For their ActivePerl distributions, that would mean support out of the box for installing modules directly from CPAN.

For comparison, the team behind Strawberry Perl took a different route to the compiler challenge on Windows. They decided to include the compiler and related tools needed to install modules directly from CPAN. And, at least with the newer versions of Strawberry Perl, they do include the cpanm utility too. And, although I personally have not used it, I believe that Strawberry Perl also includes the PPM client for those who wish to go that route for installing modules.