I came across a public article about linking and differences between Windows and Unix by Symantec:
Symantec, Dynamic Linking in Linux and Windows, part one
Symantec, Dynamic Linking in Linux and Windows, part two
This is not a "light read" and I did not study it in depth. I'm not sure if this article "jives" with what I heard 20 years ago..that Linux can load a .so faster than Windows can load a .DLL, because Windows has to adjust jump addresses and potentially make another copy of the DLL which takes time, but that once linked, calling (running) with the Windows DLL is faster? I was working on systems around the time that NT was a separate thing from Windows.
Anyway there appears to be a lot of detail for those inclined in the above articles.
I have never used Inline:C or linked to an external C program with Perl. I don't know what difference there may be with that either. BrowserUk does a lot of Windows combined with C stuff and hopefully he can shower some wisdom down upon us.