cl is CL.EXE which is Microsofts C/C++ compiler which comes with VC++ but not Win32 per se. Or in english Microsoft don't ship a C compiler (cl.exe) with Win32. As a result you can't compile Perl modules THAT NEED COMPILING. Many modules are pure perl, and thus don't need compiling. However many modules use C for speed and do need compiling. For simplicity use ppm when possible. See:

A Guide to Installing Modules
A Practical Guide to Compiling C based Modules under ActiveState using Microsoft C++