Everything Utilitarian says is true about what's needed to get a web server (Apache, which I concur is most excellent) running to server up Perl CGI code. However, if you want to get started very quickly and avoid any configuration, might I suggest XAMPP to give you a single EXE that you can run to give you web server, Perl, and ready-to-run WAMP (Windows/Apache/MySQL/Perl+PHP) stack.