Why would you bother? ... What is the point in trying to compile something on windows?
When I first started to use ActiveState's Perl they didn't have the nice large repository of modules they do now. Monks like crazyinsomniac made life much easyer by providing PPM installable modules that ActiveState didn't. At some point he had to have set up compiling under Windows him self.
At work I don't have access to Perl on my work station and company policy prevents me from installing it my self. So I end up SFTPing files to a development *nix box to run them through short Perl scripts. Even though I'm not getting payed to write Perl scripts to do minor file parsing on Windows I still want Perl on my workstation for when I find the cause to use it for that. I know very few programmers that would not want their tools of choice on any box the sit down at or log into. It's a matter of control over the computer your working on, do you control it or does it control you. By the same token I want a compiler on the boxes I sit at. I'm less likely to get it than Perl since I'm not doing any work in C at the moment, but if I need it I want it there. It's about the ability to do what I need to do, not just now, but eventualy. He may be able to get every module he wants now through PPM, but maybe next time the module won't be in a repository. But if he learns to use CPAN now, and then learns to make a .ppm, maybe you can benifit from the time he takes to compile his own modules, as I have benifited from other monks work.