Wow. I took the instructions, did most of it, and with some other work (mostly looking at some other modules and seeing where certain files seem to need to be located) I just managed to run ulam.pl with
use Test::More qw(no_plan);
and only got the error
# No tests run!
which I expected if it worked. It would seem I'm all set to actually write tests now.
I'll be putting lots of little tests inside ulam.pl just to get some practice. (It runs a number through the algorithm at the heart of Ulam's Conjecture and then produces a few short stats about it.)
Perhaps I'll try installing some other modules as well, now that I have a vague notion of how to do it.