Take a scan of the O'Reiley book perl/Tk book. I have not seen it myself so maybe one of the other brothers can give you more detail.

As to runing an executable. Sure. But what do you hope to gain?

If you are trying to avoid perl installs. Well you can look at IndigoStar perl2exe

If you are avoiding some typing, then for windows you can put the path to your perl binary in your environmental path and then create a file association.

To associate a file extension with a file type

Open Folder Options in Control Panel. 
Click the File Types tab. 
Click New. 
Type a new or existing file name extension, and then click Advanced. 
In File type, click New to create a new file type that is associated w
+ith the file name extension. Or, click one of the existing file types
+.
[download]

I think all you need is : PL Perl File and PLS PERLSCRIPTFILE

I don't have my regular computer or my books at the moment

UPDATE

Now that I have my book. You need to associate the .PL extenstion: assoc .pl=PerlFile

Next, Register PerlFile type with the Perl binary by entering: ftype PerlFile=c:\perl\bin\perl.exe "%1" %* Or where ever you installed Perl.

Finally, add the .PL to the list of executable extensions. For W2K that is PATHEXT. Simpley add: .PL; to the front of the list

after that you don't need to enter perl file or even the .pl