The problems you are having compiling are more C specific than perl. Using a cpan module (like Net::SIP if using SIP is your goal here) would probably be an easier alternative than C if you aren't familiar with C.

#include <E:\pjproject-1.0.1\pjlib\include\pj\config.h> is wrong, use quotation marks instead of brackets. You need to specify libraries Inline::C should link to and you might as well specify a path to include header files from.

use Inline (
    C    => 'DATA',
    INC  => '-IE:\pjproject-1.0.1\pjlib\include',
    LIBS => '-LE:\pjproject-1.0.1\pjlib\lib -lpj'
);  #          ^ path to compiled libraries   ^ name of a library to l
+ink with
    # !!! Fill in real values for LIB, not my guesses !!!

...

__DATA__
__C__
#include <stdio.h>
#include "pj/config.h"

...
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See 'Configuration Options' in Inline and Inline::C for more info.