Don't listen to any schmucks that try to tell you otherwise. Perl's great. It's not a "dinosaur", and it's not "obsolete". PHP will likely be obsolete before Perl ever is. Even Javascript has a more powerful and flexible syntax than PHP.
Ruby on Rails is probably going to prove to be more useful for web development in the low- to middle-range than anything Perl based, but for really high-end stuff (high traffic, high load), Perl still has Rails beat. Of course, if you have a webhost that'll run Ruby, you can do the same high-end web development with Ruby that you can with Perl, but Rails doesn't scale quite well enough to be usable at that level. Anything short of it, though, and Rails kicks serious butt.
For a good web development framework somewhat like Rails, but for use with Perl, look into Catalyst. It's pretty good as well. Like Rails, it kicks the crap out of Zope (in my humble opinion) and Struts.
If you want to develop Perl for a unix/Linux platform, you should test it on a unix/Linux platform. Perl is one of the most cross-platform capable languages in existence, and as long as you're doing web development with it you should be okay, but it's still best to test on the platform on which you'll be deploying your code. As such, you may not even have any particular need to install an interpreter on your Windows machine, if you have easy access to the deployment platform: you can just write your Perl code using whatever text editor you like best for programming. I, for instance, tend to use vim on Linux systems, and SciTE on Windows systems (both are open source and free, both as in speech and as in beer).
If you just want a Perl interpreter on your computer for playing around and learning the language, and don't have terribly handy access to a unix/Linux system, ActivePerl will work just fine. Just remember what I said about testing your code on the platform on which you'll be deploying it.
Question: What sort of webserver hosting are you using? Are you using a commercial webhost, doing virtual server hosting, running your own webserver, or something else entirely? That might have an effect on the sort of advice someone knowledgeable would give you. For instance, if you're stuck with a small-time webhost, you probably have Perl and PHP support, may or may not have Python support, and almost certainly have no support for Ruby, Scheme, or Java. May webhosts won't allow you to run compiled binaries from the cgi-bin, which can also be a problem, depending on what sort of web development you want to do.