I'm going to suggest if you are learning Perl NOT to do it by writing CGI until you are very comfortable using modules and error checking.
Trying to build webscripts is a sure way to aggravate the heck out of yourself. A lot of extra things can go wrong that will just make it harder to learn Perl. And depending on where you look for teaching materials, you can easily run into a lot of bad teachers.
Check the very first listings under "Binaries" on Outside Links
for a bunch of different binaries that will run Perl on your computer. If you are running Linux, chances are you've already got perl loaded. On the same page are lots of excellent links to tutorials and help.