I agree with jcwren's post. But...

1. Transfer everything over to your working PERL directory
2. Go out and download the make utility. Do a google search for it.
3. Read the INSTALL/README documentation for the module and make sure you have all the needed requirements.

That should get you a little bit further and you'll be able to figure it out on your own. It's really a simple answer, and once you get a step further or so, you'll be moving right along. Think of it as a learning experience.
Just a note: It's not really worth going into bashing a Operating System, and I'm an die-hard Linux user, but I think it's a pretty shallow comment to say that things can't get done under Windows because you can't get something to work.

Macphist0

Everyone has their demons....