The modules are hosted on CPAN, which is where the command line client you're using gets them. The modules themselves are not causing you problems. To be clear, a test for HTML::WikiConverter (a prerequisite of HTML::WikiConverter::XWiki) is failing because it looks for a URL which is unavailable. Getting the module form elsewhere and installing it in the same manner will encounter the same problem, the URL still won't be available. The commands I suggested will install the prerequisite module, skipping the tests (or simply forcing cpan to ignore errors, depending on which you choose).
So once you install HTML::WikiConverter as previously described, go back to installing HTML::WikiConverter::XWiki using install HTML::WikiConverter::XWiki within your CPAN session. Please note, it's case sensitive.