What exactly do you want your database to do? Should it
just store the flat content of the files, or should it
hold them in a more parsed format? How does what you want
compare to just each of the files in a directory?
Relational databases, which are what most people think about
when 'database' is said nowadays, can easily store data in
a non-flat way, and support powerful queries on it. There are
still other ideas of 'database', and implementations of such
ideas floating around. To answer your question, I believe that
some flavour of dbm is available (and standard) on Perl for
Windows.