To get your CGI scripts up and running and passing data to and from your browser, you need to set up a Web server. I haven't used the Xitami server mentioned above, but I've found Apache for Windows to be fairly reliable and can be installed as a service. Though it is officially in beta, I've only had one problem with it. I thought it was a bug, but it turns out that it was me (like usual).

Ordinarily, I wouldn't suggest beta software, but I see from your home node that you are a computer engineering student. Since it is estimated that half or more of the Web servers in existence are Apache, I think it would be good for you to learn it (assuming that you intend to seek work in your degree field :)

Cheers, Curtis