One server for Windows which hasn't been mentioned yet is Sambar.

Now, the excellent German computer magazine c't had an article on how to put various daemons on CD-ROM in order to run dynamic content off of it in issue 12/02, but unfortunately there's no English version available (they do offer translations of some articles). The problem you'll have to face in any case is giving the server someplace to write its logs.

TinyWeb is probably the easiest to fix up: it just writes its logs to whatever current working directory it finds itself in at launch. So it should be trivial to have some Perl wrapper for File::Temp's tempdir which then execs TinyWeb.

There's also a Win32 daemon called MicroWeb which is specifically written for use on CD-ROMs, but it's cashware.

Makeshifts last the longest.