usually you start cpan in your shell:
$ cpan
and type
install Chocolate::Belgian
or in short form:
cpan Chocolate::Belgian
On Windows:
If you're using ActivePerl on Windows, the PPM (Perl Package Manager) has much of the same functionality as CPAN.pm.
Example:
$ ppm
ppm> search net-smtp
ppm> install Net-SMTP-Multipart
see How do I install Perl modules? in the CPAN FAQ
Many distributions ship a lot of perl modules as packages.
apt-cache search 'perl$'
pacman -Ss '^perl-'
dev-perl
You should always prefer them as you benefit from automatic (security) updates and the ease of removal. This can be pretty tricky with the cpan tool itself.
For Gentoo there's a nice tool called g-cpan which builds/installs the module from CPAN and creates a Gentoo package (ebuild) for you.
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