See the "INSTALL" file and/or the "README.X" (where "X" stands for your operating system) in the top level directory of the perl source.
The instructions in the "INSTALL" file don't apply to all operating systems, and not all operating systems are represented by a "README.X". If you can't work out which instructions relate to your OS, then let us know which OS you're running and someone might be able to provide more definitive info for you.