The installation has been tested using Active Perl 5.6. First, correctly
install ActivePerl. If you own MS VC++ you have everything you need,
otherwise get nmake now from
ftp://ftp.microsoft.com/Softlib/MSLFILES/nmake15.exe
and install it in your path.
Now the usual procedure
perl Makefile.PL
nmake
nmake install
should work
We also suggest installing the Term::ReadLine::Perl (or if you have Cygwin - Term::ReadLine::Gnu) module, though it will have limited functionality as Term::ReadKey which ReadLine::Perl relies on does not compile on Windows with VC++. We can only urge you to get Cygwin, so ReadLine::Gnu runs.
You can start the perl shell now using 'psh'
You will need the libwin32 bundle from CPAN in case you do not have ActivePerl.
Assuming perl is in your %PATH% and you are in the directory containing the psh script, try
perl -Ilib psh
You can manually move the modules into your lib directory and create a .BAT or .CMD file executing the perl shell with the above command