... does this mean I should be installing the Microsoft Windows SDK for Windows 7 instead?
I don't think so. Assuming you're going to be using your compiler with ActivePerl, you (ideally) want the same compiler that built ActivePerl - which is the one that I gave the link to.
My PC is not a server at all, and the operating system is Vista (64 bit), yet that compiler works fine with the w64 builds of ActivePerl.