MSVC++ can compile perl from source code, as ActiveState do in their Perl distribution. There should be no problem embedding Perl, and you can do this two different ways - in a standard way and second, deprecated way, via PERL_OBJECT.
There is nothing bad using MSVC++. It producess fastest code nowadays for Win32.
Say what?? MSVC++ is horrible. It does annoying things like assigning the same memory address to a loop control variable and the last element of an array. By my experience, CodeWarrior produces MUCH faster code.