PadWalker is a normal perl module, which can be installed as every other perl module. There's nothing special about it.
On Windows you can check if your binary package repo contains it. (Apparently not)
If not you do:
This works even on windows, if you have MSVC6 or MSVC7 installed, which can be downloaded for free.
See more at perldoc perlwin32 (Microsoft Visual C++ Toolkit 2003, ...)
Or of course the mingw release of strawberry perl. http://strawberryperl.com/
