I thought this was a April Fool's posting, until I actually went to node 128077 (A Guide to Installing Modules). It does indeed specifically recommend getting nmake, particularly. Which seems bizarre to me. The normal recommendation I've seen is that if the only make you have is nmake, the first thing you do is get a better make.
Allow me to second the recommendation of using Strawberry Perl, which ships with a mostly-working CPAN.pm. If that isn't good enough, there's always cygwin. Or, if you have the misfortune to be on Ten, you also have WSL as a consolation prize.