There is an ongoing outage on the primary CPAN mirror. It is possible to work around the issue by using MetaCPAN as a mirror.
To install PDL::FFTW3, copy and paste the appropriate command in to your terminal.
cpanm
cpanm PDL::FFTW3
CPAN shell
perl -MCPAN -e shell install PDL::FFTW3
For more information on module installation, please visit the detailed CPAN module installation guide.