If you use ActiveState Perl it should generally "just work"

The major issue with 64-bit ActivePerl is that it's not really set up to "just work".
With their 32-bit builds you can just ppm install MinGW and away you go but with the 64-bit builds, ppm install MinGW still doesn't do anything useful (afaik).
You have to either install a Microsoft Compiler (such as mentioned by dasgar), or install a 64-bit MinGW compiler yourself and then utilise it via ExtUtils::FakeConfig. (Both of those options are viable, but nowhere near as simple as ppm install MinGW)

Once you have a 64-bit compiler set up for your 64-bit Windows perl, I think you can pretty much expect to be able to build anything you could with the same brand of 32-bit compiler on a 32-bit build of Windows perl. Exceptions no doubt exist but are not common, in my experience.

Cheers,
Rob