Apache's httpd web server is the way to go, if you ask me.
Download it for wind-blows or *nix here :
http://httpd.apache.org/download.cgi
You may want to have something like the following 2 entries in conf/httpd.conf configuration file in the Windows version (depending on where you want to serve pages from).
They point to the default document root directory and a cgi-bin directory:
DocumentRoot "C:/Program Files/Apache Group/apache/mydefaultpages/"
ScriptAlias /cgi-bin/ "C:/Program Files/Apache Group/Apache/cgi-bin/"
Perl scripts within (C:/Program Files/Apache Group/Apache/cgi-bin/) will need to point to the Perl binary.
So, in each Perl script on the very first line you need to put in the path to perl.exe using the "hash bang + path-to-perl" entry.
IE: #!/some-dir/bin/perl
Here is an example perl cgi test script:
#!/perl/bin/perl
print "Content-type:text/html\n\n";
print "<b>Perl</b> is working\n";