I've got ActivePerl installed at work and ppm is definitely installed. And seeing as our IT department had to Install the active perl I seriously doubt it wasn't pre-built. Run it like this (obv):

ppm
[download]

Think you can even access it from the start menu under ActivePerl. I've had some issues installing modules like TK. But other then that it's been fine. Also had some issues with Proxy server but that can be fixed as follows:

>SET HTTP_proxy=http://aproxy:80
>SET HTTP_proxy_user=person
>SET HTTP_proxy_pass=password
>ppm
[download]

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