As in, once I start, for example, Dancer, running on my Apache server, does it intercept all http requests?

Depends on what you did. Only one server can operate per socket/ip combo, if you're running apache, then apache is dispatching requests to, handing off requests to, deferring processing to, dancer ... -- apache is the server, dancer is an application, whether its running via cgi/mod_fcgi/mod_perl/whatever