The Windows version XAMPP shipped with perl mysql module, but it doesn’t work. You can find mysql.dll under the directory, but it can’t be loaded. Also, cpan and ppm doesn’t work either, I wasted a lot of time try to install/compile one for it. Eventually, I found a very easy way to solve this. The way is that use ActivePerl instead of the original perl with XAMPP.
By default, XAMPP will be installed under c:\xampp and perl is located at c:\xampp\perl, delete all the things under perl folder. Then install ActivePerl under c:\xampp\perl instead of default c:\perl64 (64bit verstion) or other x86 relevant folder.
Now, you can use ppm to manage the modules, it’s GUI.