I finally got some time to play with this, unfortunately no luck yet.
Here is my updated code.

use strict;
use warnings;
use File::Spec::Functions;

BEGIN {
if (exists $ENV{PAR_PROGNAME}) {
use Config ();
$ENV{PERL_TCL_DL_PATH} = catfile(
$ENV{PAR_TEMP},
'tkkit.' . $Config::Config{dlext},
);
}
}
use Tkx;

Tkx::button(".b",
-text => "Hello, world",
-command => sub { Tkx::destroy("."); },
);
Tkx::pack(".b");

Tkx::MainLoop()

Here is the command I run to create the .exe.

pp --gui -o gui2.exe gui2.pl -l C:/Perl/lib/auto/Tcl/tkki. dll -l C:/Perl/lib/auto/Tcl/Tcl.dll

The issue is still exactly the same. If I run the program as a perl program it works fine.
If I run it as an .exe nothing happens.

Any additional ideas would be appreciated.

Oh, if I add -x it pops up the "hello" box during the compile. I click on the box and it continues the compile. The resulting .exe does nothing.