On the hardware end, all analog input ports are not the same. Different interfaces require different voltages, currents and assumed sampling rates. So the first thing to do is to check your anemometer manual for specs, lest you fry your port.

If it is compatible, the mic input of a sound card may be easiest. Use whatever program you want to record a wav file and use perl to drive the recording program and analyze the wav file(s).

I don't know of any perl modules that drive sound cards directly, but if you have the card specs, it seems that one could cook up the correct ioctl calls. Using a third party program is probably easier, however.