You want to run 'make install' as well.
Read the man pages for MakeMaker (man ExtUtils::MakeMaker) for other options. Also, depending on your OS flavor, there may be some standards for where you should install modules to.
For example, on debian systems you'll want to use:
On RedHat systems, I use:perl Makefile.PL 'INSTALLDIRS=vendor'
perl Makefile.PL 'INSTALLDIRS=site'