You are on windows. Are you using ActiveState's Perl (ActivePerl)? Try using PPM, the Perl Package Manager that windows users benefit from.
ppm install Bundle::XML
or
ppm install XML::LibXML
The bundle install normally installs a bunch of related modules, making life easy, but there may not be a Bundle::XML, I am just guessing... and am way to lazy to go look.
The manual method you performed is rarely a good idea. There are a couple nice things that a -MCPAN install will do for you, like runt tests. Also, if it's a module that needs compilation, it will attempt that for you. If there are other modules that this module needs before it can work - no problem - it will grab those too! So you can see that just copying the .pm file into place is far less than a typical module installation consists of. There are some modules however, where going totally manual is fine, like File::Slurp for instance. That's a pure-perl module, and I don't believe it depends on anything. Well, it probably does, but my laziness prohibits me from finding a solid example. You get the point I'm sure.
On windows, the -MCPAN method fails miserably often. This is normally thanks to a windows box not having developer tools (like makem, or cc). This can be remedied: Microsoft has released a developer toolkit. There is another post about all of this.
Good luck.
--jim