This page gives you several options. The first thing you should do is check out the "minimum requirements" link in the middle column. (The three columns being the download list, an info column, and then the "Register... Download" column. If you're running Windows XP, you're set and don't really need to worry about this. The left column should say "ActivePerl" and then a version number. Choose the most recent version and download the MSI package under the Windows heading.
BEFORE CONTINUING: Make sure you have Administrator privileges on your computer. If you don't, you'll have more work to do after installing.
Simply run the MSI (an executable) and follow the installation guidelines. If, for one reason or another, you cannot install from the MSI, go back to ActivePerl's web space and download the AS package (a .zip file). The ActivePerl site explicitly states, "The Windows AS Package provides NO uninstall functionality, and is recommended only if you are unable to install ActivePerl using the MSI installer." (What this basically means is that you'll have to manually uninstall it if you ever want to get rid of it.)
You can now write Perl programs in any text editor (like Notepad, but turn wordwrap off) and run them through the Command Prompt using the "perl" command, just like all the other OSes. (Command Prompt is in Start > All Programs > Accessories OR Start > Programs > Accessories for non-XP systems.)
This should work for any version of Windows. Please be sure to check the system requirements listed on ActiveState's download page to be sure your machine/OS can handle it.
ActivePerl is not the only Perl for Windows out there, it is simply the first that I came accross. As noted by Joost, there is also CygWin at http://www.cygwin.com (directions listed in his reply below). CygWin is basically, for all intents and puposes, a Linix shell emulator for PC. See their site for more details.
I also want to mention a very helpful tool for me when writing is the VI Improved (VIM) text editor, available at http://www.vim.org/. It's free and has many features to help you with coding, including (but not limited to) auto-indenting, color highlighting, and multiple computer language support. VIM is what I learned on in school, used when I had Linux, and is a great tool even on a Windows based machine.
Last update 2004.07.31.0150