Yes, DBI is the right solution.
Yes, DBI is available for Win32. As Putzfrau mentioned, PPM and ActiveState is your friend on Windows. And there are many sources for PPM versions of popular modules. Randy Kobes even has a PPM of mod_perl for windows, which works quite well.
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Want more info? How to link or
or How to display code and escape characters
are good places to start.