I think you need to consider what you are wanting to achieve in your web app. Doubtless Catalyst could help, though there are a few of your questions that are ringing alarm bells in me.

What platform are you intending to deploy your server technology onto? If this is Linux, I seriously recommend developing on Linux. If you are aiming to produce something completely portable, while that is a very noble aim, you are going to need to be very careful both in keeping your code portable, and in making sure that dependent modules work fully across all platforms. This includes not just those needed by Catalyst itself, but Catalyst plugins etc. needed by your application.

The performance characteristics will be completely different between Windows and Linux, needless to say.

My recommendation is to install Catalyst on a Linux box, and work through the tutorial. Just now, I've had a go at installing Catalyst::Devel on a WinXP machine that is running Strawberry perl 5.8.8. This failed as Data::Alias needs perl >= 5.8.9. You might be interested in knowing that the following modules contain XS code, i.e. make use of a C compiler for building: Template::Toolkit (though you can choose to answer no to the question about building the XS code for stashes) and Class::C3::XS.