If "on Windows" means using ActiveState's ActivePerl, then I think it's best to try to install it with PPM. Just open a cmd window (AKA a "DOS box"), type ppm, and at the prompt that appears there, type "install SQL::Translator".
in reply to setting up SQL-Translator help
For pure perl modules not on these repositories, you can try the CPAN shell (type "CPAN" or "perl -MCPAN -e shell" at the DOS prompt), but you need to install a make utility first (Microsoft's nmake will do fine for most purposes) and there is, if nothing changed, quite a large questionnaire to wade through the first time you use it. Again, when it's set up, type "install SQL::Translator" at the prompt.
Whoops, the PPM shell just came back and told me it couldn't find any more recent version of SQL::Translator than 0.07; I guess you'll be forced to jump through the CPAN.pm hoops. (the second approach).
There are good nodes out there with tutorials on how to install modules, but the outline is what I gave here.