Thanks for the links: I'll have a look...

I finally got it install just by skipping 4 spurious test errors. Here is the result of "nmake test":

nmake test
...
Test Summary Report
-------------------
../cpan/File-Temp/t/mktemp.t                                     (Wsta
+t: 6400 Tests: 5 Failed: 0)
  Non-zero exit status: 25
  Parse errors: Bad plan.  You planned 9 tests but ran 5.
../ext/File-Find/t/find.t                                        (Wsta
+t: 3328 Tests: 125 Failed: 0)
  Non-zero exit status: 13
  Parse errors: Bad plan.  You planned 137 tests but ran 125.
../ext/IPC-Open3/t/IPC-Open3.t                                   (Wsta
+t: 0 Tests: 45 Failed: 0)
  TODO passed:   25
../ext/XS-APItest/t/locale.t                                     (Wsta
+t: 2304 Tests: 2 Failed: 0)
  Non-zero exit status: 9
  Parse errors: No plan found in TAP output
Files=2666, Tests=1088273, 1731 wallclock secs (66.19 usr +  6.66 sys 
+= 72.84 CPU)
Result: FAIL
NMAKE : fatal error U1077: '.\perl.exe' : code retour '0x3'
Stop.
[download]

And the detail of each failed test:

----------------------------------------------------------------
C:\Users\Moi\Perl5\perl5-5.28.1>perl cpan/File-Temp/t/mktemp.t
1..9
ok 1
# MKSTEMP: FH is GLOB(0x1d056f5d218) File is C:\Users\Moi\AppData\Loca
+l\Temp\wowserdDJw fileno=3
ok 2
ok 3
ok 4 - woohoo
#
ok 5 # skip Skip test failed probably due to $TMPDIR being on NFS
Label not found for "last SKIP" at C:/Users/Moi/Perl5/perl5-5.28.1/lib
+/Test/More.pm line 1370, <$fh> line 1.
# Looks like your test exited with 25 just after 5.
----------------------------------------------------------------
C:\Users\Moi\Perl5\perl5-5.28.1>perl ext/File-Find/t/find.t
Can't locate Testing.pm in @INC (you may need to install the Testing m
+odule) (@INC contains: ./t/lib C:/Users/Moi/Perl5/perl5-5.28.1/lib) a
+t ext/File-Find/t/find.t line 41.
BEGIN failed--compilation aborted at ext/File-Find/t/find.t line 41.
----------------------------------------------------------------
C:\Users\Moi\Perl5\perl5-5.28.1>perl ext/IPC-Open3/t/IPC-Open3.t
...
not ok 24 - open3 of a non existent program fails with an exception in
+ the parent # TODO MSWin32 returns a pid and doesn't throw an excepti
+on
#   Failed (TODO) test 'open3 of a non existent program fails with an 
+exception in the parent'
#   at ext/IPC-Open3/t/IPC-Open3.t line 157.
#          got: ''
#     expected: anything else
...
----------------------------------------------------------------
C:\Users\Moi\Perl5\perl5-5.28.1>perl ext/XS-APItest/t/locale.t
Can't locate ../../t/test.pl at ext/XS-APItest/t/locale.t line 2.
BEGIN failed--compilation aborted at ext/XS-APItest/t/locale.t line 4.
[download]

It seems I can simply ignore those errors as two of them are related to missing test files (not in MANIFEST), one is about a coding error in a test and the last about some coding that should have been been done for Win32 but haven't been yet.

But the infamous DLL hell starts as soon as I want to add some XS modules to it as Windows knowns nothing about standard libs like libxml, libintl, libzlib, libiconv and so on...