For part (2): You should be using the pp utility that comes with PAR. pp will generate an executable binary file which contains your program + the parts of Perl needed to run it. You do not run PAR from within your program.
Update: You will need to get your program + Perl working on a Windows machine. You run pp on that Windows machine. To my knowledge, you cannot make a cross platform executable with this technology (ie, make Windows exe on a Linux machine), but I could be wrong about that. You will wind up with a normal Windows .exe file. You can do things like stuff an icon in that .exe just like any other Windows program. The .exe version will start a bit slower than the normal version, but other than that, it should be the same.
I suggest that you make a simple "hello world!" program to start with just to familiarize yourself with the mechanics of how to do this. There can be issues like how to include support files or add extra dll into that target .exe. But get started and "on first base" as the first step.