If your question is presuming that you can simply unzip and use, in the same way you can unzip, install, and use windows programs, that's not quite so. Use ActiveState's site to read up on how to 'make' CPAN (Linux/Unix source) code to a windows compatible form.

I think you'll find your answer here.

This thread at ActiveState, while not precisely on target for your question, gives enough background to suggest some of the issues: message thread