Type 'ppm' at a DOS prompt to enter the PPM shell and type 'install Package-Name' in the shell (I recommend to do this even if you have a GUI version of PPM), or just type 'ppm install Package-Name' from a command line.
If you are new to PPM, don't be confused between Package-Name and Module::Name. 'ppm install Module::Name' doesn't work as you expect.
If you want to know more, see 'perldoc ppm' and 'ppm help install' for details.