This isn't extremely new news as build 815 has been out since 2005-11-02. Apparently, this was possible even prior to 815 using some configuration trickery.
"Starting with ActivePerl 184.108.40.2065 you can also use MinGW to compile additional modules that will use MSVCRT.DLL for the C runtime. ActivePerl will automatically detect and use MinGW and dmake if you have them installed but don't have VC++ on your PATH."
For MinGW it's just a matter of installing MinGW and dmake. I think it's pretty well covered in Readme.win32 in the perl source - not that there's much to cover, as it's all quite straightforward now.
Cheers - L~R