I run ActivePerl on my Windows 10 machine.

This has nothing to do with a web server although Perl like JAVA, Python and other languages can used in conjunction with web services.

Save this program as "Hello.pl".
Double click on that file.

use strict;
use warnings;

print "Hello World, hit 'enter' key to end this program!\n";
my $in =<STDIN>;
[download]

I tested this on my Win 10 Active Perl environment and it works.
To do more development with Perl, you will need to know how to use the "Command Line" of Windows.