Are you sure that you *want* to install Win32::ODBC? Unless you have a specific need for it and know why you want it, you are probably better off using
DBI and
DBD::ODBC, both of which work under win32 and can be installed by the same methods recommended by others in this thread. Win32::ODBC is a lower level module and is only recommended for direct usage in scripts for those with needs beyond most what is needed for most ODBC database access on win32.