I have no idea what Alien-SDL is. I don't do game development. First step would be to just use PPM to download what it has, run some code and see what happens. You will learn what libs are missing. Then use PPM to download the cpan module. Use that to download and install a cpan module into your AS installation. I did that recently with a different module and it worked fine. Of course Google and Cpan searches are your friend.
Active State build status for Alien-SDL download and read the docs. It is common for big modules to have submodules, Tk::Button, etc. Could be that your sample code will work, however also sounds like you are in way over your head because game programming can get very complicated very quickly.