Yes, it should probably be pointed out in the mod_perl README. Since Win32 support is relatively new and since none of the documentation maintainers use it, that part of the documentation sometimes suffers. Most of the Win32 support is given on the mailing list, where some people with a lot of knowledge on the subject answer newbie questions.

The best thing to do would be to send documentation suggestions to Stas Bekman (stas@stason.org) who leads the documentation effort.