You're asking two different questions here. The first is "what's the best way to install perl on Windows". The second is "how do I write a client-server application in perl".

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.