For Windows, I suggest getting a Perl distribution from here.

Get the file called perl-win32-bin-0.10.exe
This very nice distribution consists of Perl 5.6.1, Apache 1.3.27, mod_perl-1.27, Mason, Template toolkit and others (even php-4.3.2 is there). I've used this distribution for developing Mason/mod_perl and found it easy to setup and use - it almost works right out of the box.

On the other hand, Mason doesn't require mod_perl. On Fedora you can install CGI::SpeedyCGI and use Mason's CgiHandler.