No installation is needed for pl on Unix-like systems.  You have 2 options:

- run it from where you unpacked it
- copy pl to some directory in your PATH, e.g. ~/bin

On Windows you have 3 options:

- run it from where you unpacked it
- copy pl and pl.bat to some directory in your PATH
- copy pl as pl.pl to some directory in your PATH
  If Perl installation didn't add it (Strawberry didn't for me), you must
  set PATHEXT=.PL;%PATHEXT%

Currently pl doesn't seem to work from Power Shell.  Any help welcome!