For OS/2 just use
extproc perl -S -your_switchesas the first line in *.cmd file (-S due to a bug in cmd.exe's `extproc' handling). For DOS one should first invent a corresponding batch file and codify it in ALTERNATIVE_SHEBANG (see the INSTALL file in the source distribution for more information).
The Win95/NT installation, when using the ActiveState port of Perl, will modify the Registry to associate the .pl extension with the perl interpreter. If you install another port, perhaps even building your own Win95/NT Perl from the standard sources by using a Windows port of gcc (e.g., with cygwin or mingw32), then you'll have to modify the Registry yourself. In addition to associating .pl with the interpreter, NT people can use: SET PATHEXT=%PATHEXT%;.PL to let them run the program install-linux.pl merely by typing install-linux.
Macintosh Perl programs will have the appropriate Creator and Type, so that double-clicking them will invoke the Perl application.
IMPORTANT!: Whatever you do, PLEASE don't get frustrated, and just throw the perl interpreter into your cgi-bin directory, in order to get your programs working for a web server. This is an EXTREMELY big security risk. Take the time to figure out how to do it correctly.