The first thing I need to know to help, is which Installer did you download, the .MSI or the .ZIP ?

The .MSI installer should associate the extension .PL with the PERL executable, and set your PATH correctly so that you can run scripts from the command prompt.

If you downloaded the .ZIP and just unpacked it, then you will have to make the PATH changes manually, or use the full path to the executable on the command line, i.e. binperl

More detail once you supply some info like Windows version, PERL version, etc.