You can always find the latest build of Win32 Perl at Activeware's web site, http://www.activeware.com/. Once you've downloaded the binary (it's a self-extracting archive), it's ready to be executed. The archive extracts files to wherever you specify and then installs itself by adding three keys to the registry:

HKEY_LOCAL_MACHINE\SOFTWARE\Activeware\Perl5\
BIN : REG_SZ : path to the Perl bin directory
HTML-DOCS : REG_SZ : path to the docs directory
PRIVLIB : REG_SZ : path to the Perl lib directory

It also maps an extension to the executable so if you type test.pl on a command line it will be the same as if you had typed perl test.pl. This extension mapping won't work in versions of NT lower than 4.0 unless you've enabled Command Extensions for your command interpreter (DOS, presumably). This is done by editing this registry key (you may need to create it): HKEY_CURRENT_USER\Software\Microsoft\CommandProcessor\EnableExtensions.
A REG_DWORD of 0x1 will enable the extensions; 0x0 will disable them.