I am going to try to build it myself

Good luck. I discovered I already have the XML library (libxml2.a) and, you're right, the XML::LibXML-1.66 source looks pretty fucked:

C:\_32\comp\XML-LibXML-1.66>perl Makefile.pl INC="-IC:/_32/msys/1.0/lo
+cal/include" LIBS="-LC:/_32/msys/local/lib -lxml2"
enable native perl UTF8
looking for -lxml2... yes
Warning: prerequisite XML::LibXML::Common 0.13 not found.
Warning: prerequisite XML::NamespaceSupport 1.07 not found.
Warning: prerequisite XML::SAX 0.11 not found.
Note (probably harmless): No library found for -lxml2
Note (probably harmless): No library found for -lzlib
Writing Makefile for XML::LibXML
[download]

Personally, if I was in a hurry to get this working (which I'm not) I'd try the uwinnipeg binaries.

Cheers,
Rob