As root, yes. However, I make an effort to avoid being root whenever possible, because bad things can (and do) happen when I'm root. I'm way too familiar with reinstalling Linux, because of playing around as root...

It's a good practice to avoid being root if you can. I just use sudo and get the same results with a safety net. You can either run the CPAN shell using sudo to install things or use sudo on the final install step for a manual install.

perl Makefile.PL
make
make test
sudo make install
[download]

That will put the new modules in the places perl expects and make them available for everyone and you don't need to log in as root.