Okay, step one ... do you know that Perl is installed on your system and working?   If so, which one (Strawberry, ActiveState, etc.) is it?   How do you know?

If you open CMD, and type the word perl -V, with a capital-V, exactly what does or does not happen?

In (I think ...) the System control-panel, is there presently a file-association for .pl?   Right now it would seem that there is not one, and Windows is guessing that it is just text to be edited, but it might also be that .pl is right now associated with Sublime Edit.   If you right-click, are you given a choice for “Open With ...” ??