I went to search.cpan.org and typed in the string "CGI::XHTML_DTD" and I got a bunch of results but I still couldn't tell which CPAN file I needed to download. I must be missing something because it can't be this difficult.
use constant XHTML_DTD => ['-//W3C//DTD XHTML 1.0 Transitional//EN', 'http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd'];
The semi-standard is that module names are mixed case, variables are lower case and constants are all upper case. So CGI::Application is a module, while CGI::XXX_ZZZ or CGI::thevalue would be in the CGI module itself.
If as in your case you're searching for a constant defined in a module, rather than a module, the list of search results should still list the right module. And it will certainly if you remove the trailing CAPITALISED part (along with the last '::' ).
For quick questions like yours, I've also found the IRC #perl channel to work quite well.