I'm asking for help installing Compress::Stream::Zstd in Strawberry Perl on a windows 10 box.

Here is a process that worked for me on Windows 11 with StrawberryPerl-5.40.1.
But it relies on MSYS2 being installed.

1. Download and unpack the Compress-Stream-Zstd source from https://cpan.metacpan.org/authors/id/P/PM/PMQS/Compress-Stream-Zstd-0.206.tar.gz
2. In the MSYS2 shell, cd to the Compress-Stream-Zstd-0.206/ext/zstd folder.
3. In the MSYS2 shell, insert Strawberry Perl compiler at the end of the PATH (as my MSYS2 installation doesn't include a compiler package). For me, that was:

$ export PATH=$PATH:/c/sp/_64/sp-5.40.0.1-PDL/c/bin
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4. In the MSYS2 shell, run "make CC=gcc":

$ make CC=gcc
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5. When that has finished, open a Windows cmd.exe shell that is set up to run Strawberry Perl, and cd to the Compress-Stream-Zstd-0.206 folder into which the tar.gz file was unpacked and run, in order:

> perl Build.PL
> perl Build
> perl Build test
> perl Build install.

Here is the output I got from running the test suite:
<c>
D:\s\Compress-Stream-Zstd-0.206>perl Build test
t\00_compile.t .............. ok
t\01_basic.t ................ #
# Compress::Stream::Zstd Version 0.206
# ZSTD_VERSION_NUMBER            10505
# ZSTD_VERSION_STRING            1.5.5
# ZSTD_MAX_CLEVEL                22
# ZSTD_MIN_CLEVEL                -131072
#
t\01_basic.t ................ ok
t\02_streaming.t ............ ok
t\03_context.t .............. ok
t\04_dictionary.t ........... ok
t\05_streaming_windowlog.t .. ok
All tests successful.
Files=6, Tests=45,  1 wallclock secs ( 0.08 usr +  0.01 sys =  0.09 CP
+U)
Result: PASS
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There might be other ways to achieve success. (Maybe use Cygwin instead of MSYS2 ?)
Perhaps, simply plonking a satisfactory libzstd.a in the ext/zstd/lib folder is all that's needed for step "5." to work.
If your MSYS2 installation has a compiler package, then you won't need step "3.".

UPDATE:
In fact, just plonking a suitable libzstd.a into the ext/zstd/lib folder is apparently all that's needed.
With that done, it's simply a matter of executing step "5."
Post (or /msg) me an email address, and I'll send the libzstd.a file (1.07 MB) over, and you can try for yourself.

Cheers,
Rob