ActiveState has not gotten that package to build for that version of Perl, it seems. The dependency on the libssh2 library is the problem. See the build log here:
ActiveState Perl 5.20 Net::SSH2 build log
I believe Strawberry Perl has libssh2 built in.
If you want to stick with ActiveState, and don't mind using a 3rd party repository of ppm packages, you can use this command to install a version of Net::SSH2 correctly compiled with libssh2:
ppm install http://www.sisyphusion.tk/ppm/Net-SSH2.ppd
See this link on PerlMonks for a good explanation of the issue:
Net-SSH2 on Windows with Perl 5.14
The OP in the above thread is using 5.14 but the sisyphusion ppd will detect your perl version and platform architecture.