i haven't used cgi.pm or indigoperl in that manner before, so i can't say, how well they'd work. Otherwise to my knowledge - no. The browser will usually either view it as a textfile or a downloadable.

i know, you don't wanna try the server route - but i can't resist saying this -> i run a localhost apache on my xp - and it's saved me more time and made things more easier for webdev and learning perl, than you can possibly believe. Seriously.

Like BUU suggested - get one. You won't regret it.
ps: ActivePerl works really well on Apache, too.