If you have Visual C++ installed, there would be no problem to you. Otherwise, be prepared, you might have to make some changes to the perlcc.bat file (I did), so it understands your c environment, things like, where is your compiler, what is its name, where is your lib, where is your include...

I really REALLY hope activestate perl support some free c compiler, like borland C. but...

Any way, yes, perlcc works on windows, but requires quite some effort to set it straight, if you don't have visual c++.