Once installed (see others) you need to be careful when running, depending on the OS.

In general, it is safer to specify the full path name to the perl executable required, to avoid running the wrong version, although I appreciate that is not always convienient.
Consider use to indicate a minimum version in your programs

On Windows, the file association system only allows one perl at a time to be associated with .PL. I suggest you create a .bat file which does the association (ASSOC and FTYPE commands) and have a desktop shortcut.

On Linux/UNIX there is the #!/bin/env perl trick, which loads perl from $PATH, but that assumes your scripts are portable between releases. Personally I would hard-code the correct path. Don't forget the man pages. You can be mis-lead by reading the wrong version of the help text: altering MANPATH might be required.