Pretty much the same way you would on Windows. I just learned this myself over the weekend. Install ActiveState's Perl distribution, learn PPM/ASPN, enjoy! Well, as much as one might enjoy working on Windows. ;-)
Seriously, it's pretty simple. Once you have it installed, just write a test script using the new path for perl. Mine was
C:\Perl\bin\perl. Yours might be different.
When you want to run a script, just make sure it's executable, or simply call the perl binary as the interpreter. Example:
C:> Perl\bin\perl path\to\script\hello world.pl
Hello World!
Pretty simple. In fact, installing Perl modules is even easier (IMHO) under Windows. Fire up the PPM program:
C:> Perl\bin\ppm
> install CGI::Application
.... yadda yadda ....
Works great for me. I've managed to "port" a number of my web applications written in CGI::Application and HTML::Template with minimal edits. Usually, it's just a matter of changing the shebang line, as mentioned above. Of course, these are primarily webserver-level scripts I speak of. System-level stuff will definitely require much more work.
HTH!
-fp