is it possible to have Build.PL include all of these Modules, and then be able to Build, test and cover ?
Yes.
I could not find any evidence where Build.PL has been used for Multiple Packages.
You haven't looked very hard. A third of CPAN does so.
How do we declare these Modules in Build.PL ?
./Build manifest
Do i have to Build and test All these Modules individually ?
No, as a whole.
Perl should have a builder that can handle not only building, but also testing, code coverage and deployment.
There are several.