perl -MCPAN -e shell    <<-- to start the shell for CPAN mgr. 

o conf shell /bin/bash   <<--  to set the subshell

ref: see perlDocs for 'CPAN' package

cpan[4]> look SWF::BinStream      <<-- download the package
Running look for module 'SWF::BinStream'

Trying to open a subshell in the build directory...
CPAN: Digest::SHA loaded ok (v5.47)
CPAN: Compress::Zlib loaded ok (v2.011)
Checksum for /home/rob/.cpan/sources/authors/id/Y/YS/YSAS/SWF-File-0.42.tar.gz ok
Scanning cache /home/rob/.cpan/build for sizes
DONE
SWF-File-0.42/
SWF-File-0.42/Changes
SWF-File-0.42/dumpswf.plx
SWF-File-0.42/lib/
SWF-File-0.42/lib/SWF/
SWF-File-0.42/lib/SWF/BinStream/
SWF-File-0.42/lib/SWF/BinStream/Codec/
SWF-File-0.42/lib/SWF/BinStream/Codec/Zlib.pm
SWF-File-0.42/lib/SWF/BinStream/Codec.pod
SWF-File-0.42/lib/SWF/BinStream/File.pm
SWF-File-0.42/lib/SWF/BinStream.pm
SWF-File-0.42/lib/SWF/Element.pm
SWF-File-0.42/lib/SWF/Element.pod
SWF-File-0.42/lib/SWF/File.pm
SWF-File-0.42/lib/SWF/Parser.pm
SWF-File-0.42/Makefile.PL
SWF-File-0.42/MANIFEST
SWF-File-0.42/META.yml
SWF-File-0.42/README
SWF-File-0.42/samples/
SWF-File-0.42/samples/img2swf.plx
SWF-File-0.42/samples/jpg2swf.plx
SWF-File-0.42/samples/linkext.plx
SWF-File-0.42/samples/readme.txt
SWF-File-0.42/samples/sample.plx
SWF-File-0.42/test.pl
CPAN: File::Temp loaded ok (v0.20)
Working directory is /home/rob/.cpan/build/SWF-File-0.42-maiOwh      <<--- auto cd's to here

C:\cygwin\lib\perl5\site_perl\5.10\i686-cygwin

cpan[5]> install SWF::BinStream
Running install for module 'SWF::BinStream'
Running make for Y/YS/YSAS/SWF-File-0.42.tar.gz
Prepending /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/arch /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/lib to PERL5LIB for 'get'
Prepending /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/arch /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/lib to PERL5LIB for 'make'

  CPAN.pm: Going to build Y/YS/YSAS/SWF-File-0.42.tar.gz

Checking if your kit is complete...
Looks good
Writing Makefile for SWF::File
cp lib/SWF/Element.pm blib/lib/SWF/Element.pm
cp lib/SWF/BinStream.pm blib/lib/SWF/BinStream.pm
cp lib/SWF/BinStream/Codec/Zlib.pm blib/lib/SWF/BinStream/Codec/Zlib.pm
cp lib/SWF/Parser.pm blib/lib/SWF/Parser.pm
cp lib/SWF/BinStream/Codec.pod blib/lib/SWF/BinStream/Codec.pod
cp lib/SWF/Element.pod blib/lib/SWF/Element.pod
cp lib/SWF/File.pm blib/lib/SWF/File.pm
cp lib/SWF/BinStream/File.pm blib/lib/SWF/BinStream/File.pm
cp dumpswf.plx blib/script/dumpswf.plx
/usr/bin/perl.exe "-MExtUtils::MY" -e "MY->fixin(shift)" blib/script/dumpswf.plx
  YSAS/SWF-File-0.42.tar.gz
  /usr/bin/make -- OK
Prepending /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/arch /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/lib to PERL5LIB for 'test'
Running make test
/usr/bin/perl.exe "-Iblib/lib" "-Iblib/arch" test.pl
1..12
ok 1
ok 2
ok 3
ok 4
ok 5
ok 6
ok 7
ok 8
ok 9
ok 10
ok 11
ok 12
  YSAS/SWF-File-0.42.tar.gz
  /usr/bin/make test -- OK
Running make install
Prepending /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/arch /home/rob/.cpan/build/SWF-File-0.42-maiOwh/blib/lib to PERL5LIB for 'install'
Installing /usr/lib/perl5/site_perl/5.10/SWF/BinStream.pm
Installing /usr/lib/perl5/site_perl/5.10/SWF/Element.pm
Installing /usr/lib/perl5/site_perl/5.10/SWF/Element.pod
Installing /usr/lib/perl5/site_perl/5.10/SWF/File.pm
Installing /usr/lib/perl5/site_perl/5.10/SWF/Parser.pm
Installing /usr/lib/perl5/site_perl/5.10/SWF/BinStream/Codec.pod
Installing /usr/lib/perl5/site_perl/5.10/SWF/BinStream/File.pm
Installing /usr/lib/perl5/site_perl/5.10/SWF/BinStream/Codec/Zlib.pm
Installing /usr/bin/dumpswf.plx
Writing /usr/lib/perl5/site_perl/5.10/i686-cygwin/auto/SWF/File/.packlist
Appending installation info to /usr/lib/perl5/5.10/i686-cygwin/perllocal.pod
  YSAS/SWF-File-0.42.tar.gz
  /usr/bin/make install  -- OK

cpan[6]> exit
Warning: Configuration not saved.
Lockfile removed.

on cygwin, run 'CPAN' to manage module installs

CPAN module to install Perl

perl

Perl