1) Make sure the mapserv executable compiled successfully and functions as you expect it to.
2) "cd" to the mapscript/perl subdirectory in the directory where you unpacked & compiled MapServer.
3) perl Makefile.PL
4) make
5) make install (there is no "test" object)
This should work a good percentage of the time, however if you have trouble be sure to check the wiki.
It covers issues such as Perl 5.8, newest versions of different Linux distributions, & MS-Windows w/Cygwin.
http://mapserver.gis.umn.edu/cgi-bin/wiki.pl?PerlMapScript
Note: There are old postings in the discussion list of PerlMapScript loaded & working on MS-Windows (3.3) but nothing recent without using Cygwin, therefore installing PerlMapScript natively on MS-Windows will be classified an advanced issue.