I will normally go to the cpan build directory, usually ~/.cpan/build/, change to the directory for the particular module I am building, and do another build under the directory with the command: make 2>&1 | tee build.log | more.

This way, I can build the package, redirect STDERR to STDOUT (so I can capture all build messages), capture the build messages in a build.log file, while inspecting the output page by page with more.