It depends on their Apache setup. If you drop a .htaccess file into your webroot that looks like this:

DirectoryIndex index.cgi
AddHandler cgi-script .cgi .pl
Options +ExecCGI
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Then add an index.cgi that looks like this:

#!/usr/bin/perl
print "Content-Type: text/html\n\nHello World!\n";
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and finally chmod 755 it....chmod 755 /blah/public_html/index.cgi

You should see the famous phrase if .htaccess of the default Apache httpd.conf directives is allowed. A 500 Internal Server Error or 403 Forbidden also probably indicates it is working but you have a typo or forgot the chmod respectively. If you see your index.htm(l) instead then the .htaccess override of the DirectoryIndex is not working.

You may also like to add:

ErrorLog /some/path/logs/error_log
CustomLog /some/path/logs/access_log common
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To your .htaccess. This gives you a private set of error logs if you don't already have them. Make sure the path exists though and is writable by Apache. It gets upset if it can't write logs.....