First download the current release, from the Active State web site , it comes packaged complete with an installer so setting it up is easy.
Double click the MSI to start the installer.
At the end of the installation, it will ask to register the extension and add the Perl.exe to the environment path. Approve this as it will make creating and running scripts easier.
Registering the ".pl" Perl extension makes it so scripts can be run directly without having to say Perl.exe <scriptfile>.pl. Instead you can just enter the name of the script file and Perl will be invoked.
Adding it the environment path means it can be run from anywhere without having to be invoked through a shortcut or navigating to the Perl.exe application.