One thing I really like about OpenGL is the GLUT library, which makes it fairly trivial to bring up a window and have (keyboard) interaction with the program. Providing something similar would make it really easy to jumpstart an application to test the application. In the long run, both, GLUT and your event loop will likely become a roadblock, but you have to reach such a roadblock first.
The other recommendations are with regard to distribution:
- Make sure that your libraries can dynamically link to as many versions of DirectX as possible, at least to DirectX 9 (Windows XP) and DirectX 10 (Windows Vista onwards?)
- Provide a mostly automatic install by including all external dependencies directly or by providing a Alien:: package that will download and install the prerequisites. I don't think you'll need to distribute the DirectX Runtime though, but the less hoops a (proficient Perl) user has to jump through to try out your module the better.