If you are going to be using it on linux for just system admin type work then it should already be installed. Just try typing perl in the command like if you get the perl prompt then it is already installed. If you are planning on using it for CGI purposes then I don't really know how to help.
For windows there is a windows installer if you want it for system programming, but again if you want it for CGI purposes then I can't help you.
good luck