Installing modules is a pain. I vastly prefer Strawberry Perl, and I mostly use that nowadays.
I don't understand that. Unless you tell it otherwise, cpan Module will use dmake and mingw for both. Additionally, ActivePerl provides other options, so it should make things easier, not harder.
It then grinds away for half an hour, using 80% of my CPU the whole time. What the HELL is it doing?
Sounds like you installed Wx::Alien, which builds the wxWidgets library for Wx.
It took me much longer to build, although turning off the realtime antivirus made a huge difference.
The program can't start because wxbase28u_gcc_custom.dll is missing from your computer.
That's the main file of the wxWidget library. (IIRC, it uses one or two others too.) Off the top of my head, it's installed under Alien/Wx in the arch-specific branch of the library directory. Or is it in the share directory?