This isn’t because of a lack of dmake. The real issue is that your distribution is missing Win32-Console and trying to install it with one of the CPAN clients won’t work with ActivePerl 5.28. Thankfully, you don’t need to use CPAN to install packages with ActivePerl, that’s what the platform is for!
Simply head to your project on the platform and click the ‘Configuration’ tab. In there, click ‘Add Packages’. Search for ‘Win32-Console’ in the dialog that pops up, then click ‘Add’ next to it followed by ‘Done’ to close the dialog. Once you’ve done that, click ‘Commit changes’ followed by ‘View status’. Head to the Windows tab there and download the new MSI installer once it has completed.
Uninstall your existing ActivePerl distro and install this one in its place. From that point, as long as you have all the other prerequisites (Visual Studio 2017+, NASM), running
perl Configure VC-WIN64A
from an appropriate Visual Studio command prompt will complete, and you can use nmake to compile OpenSSL.