I'm going to begin this with the process in Ubuntu, then in OS X and finally in Windows. I haven't tested it on all perl versions, but it should be a similar process.
Use Perlbrew if you like to switch easily beween different versions of Perl.
I want to state that this tutorial is about Perl in it's open-source version. There are other versions like
activeperl which its advantages and disadvantages, that are not part of this tutorial.