Just some answers in random order:

For activeperl you can use the (command-line) ppm command to install perl modules - and I don't think LWP is installed by default with activeperl (though I might be wrong about that - I haven't used activeperl in a while)

If you've got activeperl installed correctly, clicking on a *.pl file would start the program. You can also run programs directly from the command line by typing

perl path/to/perlfile.pl
[download]

on the command prompt (DOS window). Win98 might not be the best OS to develop on, though - windows XP or NT seems to be better - or use a UNIX derivate like linux of freebsd if you've got some experience with UNIX or can afford the time to learn.

The programs that output HTML code are probably meant to be run as CGI programs, so you would need a web-server configured to run CGI scripts - I don't think win98 has one, though IIS is installed distributed with some/most/all NT and XP installes. You can also try XAMPP - which has perl, the apache webserver (and PHP) in one package.

Also, if you want a perl module that can do webscraping you might like WWW::Mechanize - it's probably available via ppm.

Another hint: running "perldoc ModuleName" from the commandline should give you the docs for that module - though activeperl also installs some nice looking HTML versions of those docs. "perldoc perldoc" should give you more info.