You may wish to install a perl/apache/MySQL bundle rather than integrate all the pieces yourself.
If so check out XAMPP from Apache Friends. They provide apache, mysql, php, perl bundled into a single installer.
Another option is Indigo Perl. IndigoStar bundles perl and apache in one installer. You'll need to manage your own MySQL installation and configuration.
Please don't think that I am against using ActivePerl--I use it every day. I suggest these other options because they provide you with preconfigured software that may make it easier for you to get started.
If you are going to be serving pages that are open to the Internet or otherwise liable to be hacked, be very careful relying on preconfigured servers. If this is the case, I suggest that you start learning on a test box and find a reliable hosting provider. Once you have learned about security and ins and outs of apache/mysql/perl, then you should consider hosting your own internet webserver.
On the other hand, if you are working in a sheltered environment, a preconfigured server is a great way to get started. You will get a basic system up and running very quickly, and have nearly immediate payoff for your work.
In any case, read lots of tutorials, read the manuals, experiment and ask questions. Good luck in your new endeavor.
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