...It's freely available for Windows (and I don't think its necessarily a good idea to have it come with Windows)...
An activestate version comes as part of the Windows Resource Kit, e.g. Perl521 with the one from Win2k.
And if you type into your win32-shell ftype /?, you'll find an example on how to associate scripts with the extension .pl to perl.exe... although the example lacks some quotes. It should look like:
FTYPE PerlScript=perl.exe "%1" %*
perl -e "s>>*F>e=>y)\*martinF)stronat)=>print,print v220.127.116.11.11.32"