The Platform is designed to build modules on The Platform. To add modules at the moment, you need to modify the configuration of the build on The Platform. The Platform will add the modules into a new installer, and then you can re-install.
Very soon we will be fully supporting the use of The State Tool to “pull” modules from The Platform into an ActivePerl installed locally. That local installation will need to be done under The State Tool, and we will be changing our installers to use The State Tool as the back end.