With regards setting up a server on a local box, Windows comes with IIS. wikipedia have a list of which versions come with which version of Windows.

Micosoft explain how to get a "Hello World" Perl script working. I've been able to get that working (but don't have access to it at the minute). I always find it reassuring to have something that works, simple as it maybe, before launching into anything complicated.

So, I would suggest getting "Hello World" working and then add stuff a bit at a time. Let us know how you get on.

I would echo furry_marmot's advice: "keep asking", don't be put off.

Good luck!