I'd second doowah2004's comment, with the additional note that this page is in the HTML documentation ActivePerl installs. Indeed, I highly recommend reading through the PPM section of the docs, esp. coming from a *NIX environment. PPM does things a bit differently, and your comments indicate to me that you might be well served by exploring those differences a tad.

Also: I recommend using 5.8, as well; it works really well on Win32 platforms. I'm also curious as to what Win32 extensions you're needing, as from my experience, the ActivePerl install comes with the majority of the "base" Win32 Perl modules -- indeed, many were written and are maintained by ActiveState employees.