For the moment I'd avoid Catalyst on Win32, there's too many bugs remaining in too many modules.
That said, Catalyst is one of the major test cases for the very active group currently working their way through CPAN bug hunting on the new Strawberry Perl platform (and that work is moving very very quickly now), so I think that by Christmas installing Catalyst on Win32 will be an entirely different experience to what it is right at this moment.
So in summary, give it another 3 months. But Catalyst on Win32 right now is still painful.