"C:\perl\perl\bin\perl.exe" -MExtUtils::Command::MM -e cp_nonempty -- 
+bb_pl_d714.bs blib\arch\auto\bb_pl_d714\bb_pl_d714.bs 644
Files found in blib\arch: installing files in blib\lib into architectu
+re dependent library tree
Installing C:\Users\Administrator\Downloads\curl-7.67.0_4-win64-mingw\
+curl-7.67.0-win64-mingw\_Inline\lib\auto\bb_pl_d714\bb_pl_d714.xs.dll
  Finished "make install" Stage

  Starting Cleaning Up Stage
  Finished Cleaning Up Stage

Finished Build Compile Stage

Had problems bootstrapping Inline module 'bb_pl_d714'

Can't load 'C:\Users\Administrator\Downloads\curl-7.67.0_4-win64-mingw
+\curl-7.67.0-win64-mingw\_Inline\lib/auto/bb_pl_d714/bb_pl_d714.xs.dl
+l' for
module bb_pl_d714: load_file:The specified module could not be found a
+t C:/perl/perl/lib/DynaLoader.pm line 193.
  at C:/perl/perl/site/lib/Inline.pm line 541.


 at bb.pl line 6.
BEGIN failed--compilation aborted at bb.pl line 6.
[download]

Had problems bootstrapping Inline module 'bb_pl_d714'

I think you simply need to add the location of the libcurl dll to your PATH, as that dll needs to be located at runtime.
That location is probably:

C:\Users\Administrator\Downloads\curl-7.67.0_4-win64-mingw\curl-7.67.0
+-win64-mingw\bin
[download]

This script (almost identical to yours) worked fine for me on Windows, building against curl-7.65.0-2, as provided by the MSYS2 project:

use strict;
use warnings;
use Inline 'Config' => BUILD_NOISY => 1, CLEAN_AFTER_BUILD => 0;
use Inline 'C' => 'Config' => libs => '-LC:\_64\msys64\mingw64\lib -lc
+url.dll',
                    inc => '-IC:\_64\msys64\mingw64\\include';
use Inline 'C' => <<'CODE';
#include <errno.h>
#include <stdlib.h>
#include <string.h>
#ifndef WIN32
#include <unistd.h>
#endif
#include <curl/curl.h>
int init(){
    CURLM *cm;
     curl_global_init(CURL_GLOBAL_WIN32);
     printf("SUCCESS !!\n");
     return 0;
}

CODE

init();
[download]

After the build completed it output "SUCCESS !!".

Cheers,
Rob

Many thanks Rob! You make me out of a mess!