Perl is an interpreted language, so there's no actual compiling. From a DOS command line, if the perl executable is in your path, you'd type:
and your script will run.
It's easy to set up a user Tool for this.
Using the menu system in UEStudio (or even UE), do:
Advanced->Tool Configuration
Under Menu item name you can type "Run Perl Script".
In the command line, give the full path to the perl executable, followed by a single space, then "%f" (be sure to place %f inside double quotes.) You can leave Working directory and Toolbar bitmap/icon empty if you like.
On the Options tab, Select DOS program, and check Save active file.
On the Output tab, check Capture output and select "Output to list box."
Replace selected text with: "No replace"
There you have it. If this is one of the first 10 user tools you have defined, then you can use a hotkey to activate it. Ctrl-Shift-0 through Ctrl-Shift-9. They will be listed at the bottom of the Advanced menu item.
Of course, you have to have perl installed on your system in order to do this. I use XAMPP for my development, and it comes with perl, so I was able to easily point to "C:\XAMPP\perl\bin\perl.exe" as the executable.