Hi Rob ,

 perl -V
Summary of my perl5 (revision 5 version 24 subversion 1) configuration
+:

  Platform:
    osname=MSWin32, osvers=5.2, archname=MSWin32-x86-multi-thread
    uname=''
    config_args='undef'
    hint=recommended, useposix=true, d_sigaction=undef
    useithreads=define, usemultiplicity=define
    use64bitint=undef, use64bitall=undef, uselongdouble=undef
    usemymalloc=n, bincompat5005=undef
  Compiler:
    cc='cl', ccflags ='-nologo -GF -W3 -O1 -MD -Zi -DNDEBUG -GL -DWIN3
+2 -D_CONSOLE -DNO_STRICT -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO
+_DEPRECATE  -DPERL_TEXTMODE_SCRIPTS -DPERL_IMPLICIT_CONTEXT -DPERL_IM
+PLICIT_SYS',
    optimize='-O1 -MD -Zi -DNDEBUG -GL',
    cppflags='-DWIN32'
    ccversion='15.00.30729.01', gccversion='', gccosandvers=''
    intsize=4, longsize=4, ptrsize=4, doublesize=8, byteorder=1234, do
+ublekind=3
    d_longlong=undef, longlongsize=8, d_longdbl=define, longdblsize=8,
+ longdblkind=0
    ivtype='long', ivsize=4, nvtype='double', nvsize=8, Off_t='__int64
+', lseeksize=8
    alignbytes=8, prototype=define
  Linker and Libraries:
    ld='link', ldflags ='-nologo -nodefaultlib -debug -opt:ref,icf -lt
+cg  -libpath:"c:\perl-5241\lib\CORE"  -machine:x86'
    libpth=\lib
    libs=oldnames.lib kernel32.lib user32.lib gdi32.lib winspool.lib  
+comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib  netapi3
+2.lib uuid.lib ws2_32.lib mpr.lib winmm.lib  version.lib odbc32.lib o
+dbccp32.lib comctl32.lib msvcrt.lib
    perllibs=oldnames.lib kernel32.lib user32.lib gdi32.lib winspool.l
+ib  comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib  net
+api32.lib uuid.lib ws2_32.lib mpr.lib winmm.lib  version.lib odbc32.l
+ib odbccp32.lib comctl32.lib msvcrt.lib
    libc=msvcrt.lib, so=dll, useshrplib=true, libperl=perl524.lib
    gnulibc_version=''
  Dynamic Linking:
    dlsrc=dl_win32.xs, dlext=dll, d_dlsymun=undef, ccdlflags=' '
    cccdlflags=' ', lddlflags='-dll -nologo -nodefaultlib -debug -opt:
+ref,icf -ltcg  -libpath:"c:\perl-5241\lib\CORE"  -machine:x86'


Characteristics of this binary (from libperl):
  Compile-time options: HAS_TIMES HAVE_INTERP_INTERN MULTIPLICITY
                        PERLIO_LAYERS PERL_COPY_ON_WRITE
                        PERL_DONT_CREATE_GVSV
                        PERL_HASH_FUNC_ONE_AT_A_TIME_HARD
                        PERL_IMPLICIT_CONTEXT PERL_IMPLICIT_SYS
                        PERL_MALLOC_WRAP PERL_PRESERVE_IVUV USE_ITHREA
+DS
                        USE_LARGE_FILES USE_LOCALE USE_LOCALE_COLLATE
                        USE_LOCALE_CTYPE USE_LOCALE_NUMERIC USE_LOCALE
+_TIME
                        USE_PERLIO USE_PERL_ATOF
  Built under MSWin32
  Compiled at Jun 30 2017 03:50:01
  %ENV:
    PERL5LIB="c:\perl-5241\lib;c:\perl-5241\site\lib;C:\PROGRA~2\CSCOp
+x\lib"
  @INC:
    c:\perl-5241\lib
    c:\perl-5241\site\lib
    C:\PROGRA~2\CSCOpx\lib
    c:/perl-5241/site/lib
    c:/perl-5241/lib
    .
[download]

Hmmm ... I think that perl was built using an older MS compiler.
However, I'm inclined to think that shouldn't matter, and it's certainly appropriate to be using an MS compiler to build modules for that perl build that you have.
How did you try to build DBD::MariaDB ? A normal way would have been to run cpan -i DBD::MariaDB .

The error message you posted in your original post doesn't provide anything meaningful to me. It's very strange that the standard Windows headers windows.h and winsock.h (included with every MS compiler) could not be found.
Did you run the VC++ batch file that sets up the environment such that these headers are found by default ?

Or perhaps the problem is just some stupid checks that the DBD::MariaDB Makefile.PL wants to run. (I haven't looked.)
Sorry - I don't mess much with VC++ builds of perl any more, and I don't mess with DBD/DBI modules at all.
If I needed to get this done, I'd just grab one of the "Portable" Strawberry Perl builds from https://strawberryperl.com/releases.html, as that seems so simple and straightforward.

Cheers,
Rob