There are indeed "standard" procedures.
On Unix systems, downloading the tarball, run "perl Makefile.PL" and then "make", "make test", "make install" (mostly as root)is the standard procedure. If there is errors, that usually implies some problems. For instance, for modules that have native (C) parts, that may mean missing 3rd party libraries, incompatibility or if the failure is with the tests, then assuming the tests are well maintained, it is likely to indicate the module may not work on your machine.
You can also use the CPAN module and the "cpan" shell to install modules. Pretty much an automation of the download, extract, compile and install phase. But as it is just using the same tarball, if you have problems with the manual installation you are likely to come into the same kind of problems with this. But most of the time, it is simple and reliable.
A past member has kindly written an introduction here:
Windows ActiveState distribution has packaged modules similar to that of CPAN, but not as complete. Use the "ppm" for the interface. If provided, any native components are already compiled so you don't need the compiler (MS VC++ Compiler). If this fails, for non-compiled module you can then copy files as your friend did (it is correct, and I do this too to put custom modules together with my project sources in order to avoid relying on systemwide offerings. But if there are compiled parts, then this trick won't work.Either you need an MS VC++ compiler (because ActiveState Perl is compiled with this compiler), or download mingw and compile Perl from sources with it, and then any custom modules you download.
So in my opinion, Windows is not a good environment for Perl development as there are too many compiled Perl modules nowadays.
What is the error? And how did you install it?
If you understand how the Perl require mechanism, then you should be pretty comfortable with this. As I said, I seldom install custom modules systemwide (except for compiled ones) to avoid transferring the sources to another machine just to find that the dependencies aren't installed. So simpler modules, it is better to put them locally rather than systemwide, and then set the @INC or 'use lib' to point to where the modules are. Most sophisticated Perl scripts do this. So it's normal.