All,
This isn't extremely new news as build 815 has been out since 2005-11-02. Apparently, this was possible even prior to 815 using some configuration trickery.

* On Windows ActivePerl will automatically use MinGW to compile modules if Microsoft VC++ is not installed, but MinGW and dmake are.

"Starting with ActivePerl 5.8.7.815 you can also use MinGW to compile additional modules that will use MSVCRT.DLL for the C runtime. ActivePerl will automatically detect and use MinGW and dmake if you have them installed but don't have VC++ on your PATH."

For MinGW it's just a matter of installing MinGW and dmake. I think it's pretty well covered in Readme.win32 in the perl source - not that there's much to cover, as it's all quite straightforward now.