Is it possible?
If the problem is no root access, I would recommend looking at local::lib and also this webpage for CPAN.pm and non-root installation.
But to answer the question as asked, CPAN or CPANPLUS are helpful, but they aren't required. You can always do it the old-fashioned way as Leon says - though usually, it's easier not to.
If the .pm file is pure Perl and doesn't need to be compiled you can just put it in your application's lib folder and use it as normal.
If you are on a Linux box, a very large portion of the packages can usually be obtained using the built in package manager. For instance, on an Ubuntu system, if you want to install the PostgreSQL Perl module you'd simple do:
sudo apt-get install libpg-perl
You can see a list of the modules for Ubuntu here: http://packages.ubuntu.com/hardy/perl/
I find I can often guess at the names myself. Not sure if this helps at all, but for myself I often find this easier to use than CPAN as it does a lot better at resolving dependencies.
If you download the source code, it will generally have a Makefile.PL. You run "perl Makefile.PL; make; make test; make install" and it will build and install for you.
Obviously if you're not using CPAN.pm, you're going to have to deal with dependencies yourself.
Also, if the reason you can't use CPAN.pm is that you don't have permission to install into /usr/lib/perl, you can force CPAN.pm to install locally, but I forget how.