Of those questions, the second is the easier to answer - you need to learn the language. There's no point pointing you at appropriate modules to use because it will be meaningless to you without a working knowledge of the language.

As for how to install perl - Activestate's is undoubtedly easier to install. However, I prefer to instead use cygwin and a more Unix-ish perl. I suppose it matters what you're used to. If you're a long-time Windows user, I imagine Activestate will make more sense. If you're a long-time Unix user who is new to Windows, then cygwin would probably be better.

If you are a *NIX user or C programmer, don't worry about Perl. But worry about the Win32 troubleshooting with Perl-C, etc. Some things that can't be done or must be done differently. And some modules that seem that can't be adapted to Win32.

For the Win32 subject, best studied is ActiveState's distribution. They have a list of the failing modules & own a PPM system of installing them. They even simplified some bridges between Perl and ActiveX and provide a perlscript that would improve the old batch files, and some .asp programming with Perl, of course!

There is a CPAN Module Net::YahooMessenger that should get you started with the bulk of the work, which seems to be interfacing with Yahoo.

For the database stuff, obviously you are going to want to bone up on DBI

For a tutorial on DBI, you should check out this thread which appears to have many examples and suggestions regarding the path to enlightenment.

There is also working with files and databases from tutorials.

Lastly, I offer up the obligatory "check out merlyns columns"...there you will find a hoard of examples that are sure to result in an epiphany.