install:

C:\> cpan Win32::GUI

run:

C:\> perl hello.pl

Result:

+------------------------------------------+
|Hello, World!                    [_][~][X]|
+------------------------------------------+
|Hello, Win32 GUI(Perl) World!             |
|                                          |
|                                          |
|                                          |
|                                          |
|                                          |
|                                          |
|                                          |
|                                          |
|                                          |
+------------------------------------------+