I'm not so familiar with perl-Postgres-windows

But maybe yiou have not startet the postmester with -i optino to accept TCPIP Connections.

when you connect with psql postgres uses socket connection

try this script:
==============================================
#!/usr/bin/perl

use DBI;
use vars qw($dbh);

############## database_name "dbi" #############
$dbh ||=DBI->connect("dbi:Pg:dbname=dbi");

my $Command="select first_name,last_name from people order by last_name, first_name";

my $sth=$dbh->prepare($Command);
my $Result=$sth->execute;

while (my @row_ary = $sth->fetchrow_array)
{
print "$row_ary[0] $row_ary[1]\n";
print "sth = $sth\n";
print "dbh = $dbh\n\n";
}
=============================================

remember to create your database first... with data into it. :)