I don't know why Enum.pm installed in the wrong location, actually I am almost certain it did not. The module you are installing is enum.pm not Enum.pm for a start. Did you do the nmake install? When I do it this is what it says.....

[snip, following the tests we do.....]
C:\enum-1.016>nmake install

Microsoft (R) Program Maintenance Utility   Version 1.50
Copyright (c) Microsoft Corp 1988-94. All rights reserved.

Skipping D:\Perl\site\lib\enum.pm (unchanged)
Writing D:\Perl\site\lib\auto\enum\.packlist
Appending installation info to D:\Perl\lib/perllocal.pod

C:\enum-1.016>
[download]

So you can see where it goes. You can just cut and paste the enum.pm module to \perl\site\lib\enum.pm and it will work but I am certain you forgot the install step as on my system there is enum.pm as noted and Enum.pm in Win32\OLE\Enum.pm :-)

Don't know why you don't have Win32::API if you have ActiveState Perl (you did say you were using ppm). cl is the M$ C compiler and you do need it to compile source that contains C. I have a tutorial on setting that up as well but you need access to MSVCC. However Win32::API is available as a ppm so all you need to do is:

C:\>ppm install Win32::API
Installing package 'Win32-API'...
Downloading http://ppm.ActiveState.com/PPMPackages/5.6plus/MSWin32-x86
+-multi-thread/Win32-API-0.41.tar.gz ...
[download]