I don't know why Enum.pm installed in the wrong location, actually I am almost certain it did not. The module you are installing is enum.pm not Enum.pm for a start. Did you do the nmake install?
When I do it this is what it says.....
[snip, following the tests we do.....]
Microsoft (R) Program Maintenance Utility Version 1.50
Copyright (c) Microsoft Corp 1988-94. All rights reserved.
Skipping D:\Perl\site\lib\enum.pm (unchanged)
Appending installation info to D:\Perl\lib/perllocal.pod
So you can see where it goes. You can just cut and paste the enum.pm module to \perl\site\lib\enum.pm and it will work but I am certain you forgot the install step as on my system there is enum.pm as noted and Enum.pm in Win32\OLE\Enum.pm :-)
Don't know why you don't have Win32::API if you have ActiveState Perl (you did say you were using ppm). cl is the M$ C compiler and you do need it to compile source that contains C. I have a tutorial on setting that up as well but you need access to MSVCC. However Win32::API is available as a ppm so all you need to do is:
C:\>ppm install Win32::API
Installing package 'Win32-API'...
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