That would be Win32::GUI. And the usual advice goes here (I tend to repeat myself): Get both the PPM and the source distribution with the docs and stuff.

http://sourceforge.net/projects/perl-win32-gui

If you decide to go with Win32::GUI, this mailing list is highly recommended (since, admittedly, the docs aren't that great):

http://lists.sourceforge.net/lists/listinfo/perl-win32-gui-users

As an example of what you can do, check out the Win32::GUI Chatterbox client, or *shameless plug* http://www.darserman.com/Perl/Oasis/index.html.

/J

Edit: updated Perl Oasis link