The error message seems to be quite clear. Compiling DBD::mysql can be a complex issue on Windows. I suggest installing through ppm 
C:\>ppm-shell
ppm 4.03
Copyright (C) 2007 ActiveState Software Inc.  All rights reserved.
ppm> install DBD::mysql

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In reply to Re: Error on installing DBD::mysql by Burak
in thread Error on installing DBD::mysql by Anonymous Monk

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