The most recent Strawberry Perl doesn't have it
You are right, Strawberry Perl doesn't include that module: it's not part of core Perl, nor of Strawberry's default list of non-core modules that it includes when you first install Strawberry Perl; however, it is available via CPAN. Fortunately, Strawberry does include a variety of CPAN clients, including cpan and cpanm (I personally prefer cpanm). You can use one of those tools to install utf8::all using cpanm utf8:all (or appropriate syntax for your client).
You'll find that most modules are available this way, rather than pre-bundled with your perl distribution, so keep this in mind as you hear about other modules that you might want to use in this or future projects.