Although it's rumored that the (imminent) 5.004 release may build on Windows NT, this is yet to be proven. Binary distributions for 32-bit Microsoft systems and for Apple systems can be found http://www.perl.com/CPAN/ports/ directory. Because these are not part of the standard distribution, they may and in fact do differ from the base Perl port in a variety of ways. You'll have to check their respective release notes to see just what the differences are. These differences can be either positive (e.g. extensions for the features of the particular platform that are not supported in the source release of perl) or negative (e.g. might be based upon a less current source release of perl).
A useful FAQ for Win32 Perl users is:
http://www.endcontsw.com/people/evangelo/Perl_for_Win32_FAQ.html