I'm currently running yath (though an older version) on Perl 5.38 and it's fine.

CPAN Testers shows a mixture of passes and fails on 5.40.x. It seems to support Perl 5.10 onwards, but is maybe a bit flaky on BSD systems. If cross-platform issues crop up moving just from Linux to BSD, then it is not really surprising that moving all the way over to Windows you will also see more of those.

If the tests mostly pass but there are a few fails, you could try just force-installing it with the caveat that you might have a very slightly buggy installation.