It's great that you've chosen Linux (I did it two years ago. At first, I couldn't work efficient :)) but now I'm satisfied with using Linux). But, of course, you can develop your project under Windows without any problems. You can install Perl, Apache, mod_perl, Embperl, Mason etc the same as under Linux.

Also, you can install and use Cygwin - Linux emulation for Windows.

Hope it will be helpful for you.