So, I don't need perl installed in the remote computers? I understood that in the remote computers, I would need to map drive U: (for example) to the main computer.

Then, I will need to install .MSI file on the main computer?

Yes. But install it in U:\Perl not in C:\Whatever\is\shared\as\U\Perl. You may do this by running through the installation procedure on any computer that has U: mapped (provided you have write permission!).

Where can I get a .MSI?

Sorry, I assumed you were already using Perl on Windows and ~99% people who install Perl on Windows do so using the MSI from ActiveState. If you installed Perl one of the other possible ways then you should equally be able use that method too.