Sure, download (either via the command line or from Lingua::StanfordCoreNLP, though the latter is likely quicker) and extract to a directory (I used 7zip). Open a command prompt and change to the directory you created when extracting, e.g.:

cd c:\LinguaStanfordCoreNLP
[download]

Before going any further make sure you've installed Inline::Java. Now you essentially want to follow the installation process detailed in the Lingua::StanfordCoreNLP, apart from the slight differences for your platform:

perl Build.PL
Build
Build test
Build install
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Update: Slight rewording of the first sentence.

Thank you for the steps. I have Inline::Java installed. But, when I run "Build test" it gives the error: "Could not create the Java Virtual Machine". The whole message is as follows:

C:\strawberry\cpan\sources\authors\id\K\KA\KAL\Lingua-StanfordCoreNLP-
+0.10>Build test
t\001_all.t .. 1/? Error: Could not create the Java Virtual Machine.
Error: A fatal exception has occurred. Program will exit.
JVM taking more than 15 seconds to start, or died before Perl could co
+nnect. Increase config STARTUP_DELAY if necessary. at C:/strawberry/p
+erl/site/lib/Inline/J
ava.pm line 484.
INIT failed--call queue aborted.
# Tests were run but no plan was declared and done_testing() was not s
+een.
t\001_all.t .. Dubious, test returned 9 (wstat 2304, 0x900)
All 1 subtests passed

Test Summary Report
-------------------
t\001_all.t (Wstat: 2304 Tests: 1 Failed: 0)
  Non-zero exit status: 9
  Parse errors: No plan found in TAP output
Files=1, Tests=1, 119 wallclock secs ( 0.06 usr +  0.00 sys =  0.06 CP
+U)
Result: FAIL
Failed 1/1 test programs. 0/1 subtests failed.
[download]

I followed the steps mentioned at http://search.cpan.org/~kal/Lingua-StanfordCoreNLP-0.10/lib/Lingua/StanfordCoreNLP.pm#INSTALLATION

I created the 3 environment variables: LINGUA_CORENLP_JAR_PATH, LINGUA_CORENLP_VERSION, LINGUA_CORENLP_JAVA_ARGS

Can you please see where the problem is occurring?