well, first of all, be sure what you are doing! Usually your distribution comes with some version of CPAN and works best with that version, of course usually more actual releases do work even better but before upgrading be advised that it might shift the other way to ....
Once you have installed your distributions CPAN ( e.g. apt-get install perl on Debian ) you can upgrade to latest version with just a few commands:
- cpan ( brings you into the CPAN console )
- install Bundle::CPAN ( installs latest version of CPAN and this might take a while)
- reload cpan ( after the installation is done you can reload CPAN on the fly)
That´s it, enjoy!