Under Windows, bring up a DosBox
Start> Run> enter "cmd" or "command.com"> Ok
In the DosBox type "perl -V", if you get all sorts of stuff you've never seen before, your install is probably fine.
Now bring up Notepad or WordPad and create a text file with
print "Hello, World!\n";
in it. Save it to a directory. Go to your DosBox and cd into the directory where you save that text file. Type in
perl <filename>
If you get "Hello, World!" back, congratulations. You've run your first perl program.