pp will let you package your script and dependencies, this is essentially a self extracting zip file.

Regards Windows and security software, I've noticed pp struggle to build (via cpanm) because the tests do a lot of things very quickly. Exes pop into creation, get run and deleted within a very short space of time. The last time I had to install this one test failed, on investigation this was the very reason so I just installed the module.

You may already know but, the distinction between using PPM vs cpanm/cpan is that ppm will download, unpack and copy something into the required places, where as the other methods will download, unpack, build (in some cases using the C compiler), test then install the module. It's a way more involved process in terms of what goes on under the hood, but from my experience more reliable in terms of ongoing support (ppm requires a commercial support licence after some time IIRC), and in terms of actually getting the packages you need.