The "perl" folder in Squish binary packages for Windows contains a minimal Perl installation which lacks PPM (Perl Package Manager) for downloading and installing new modules, as well as modules for accessing database (DBI, specific DBD modules, etc.). (For the advanced users: Using "perl -MCPAN -e shell" to install modules might work for you, but in our tests it failed on Windows.)
However you can replace that "perl" folder with an ActivePerl 5.8.8 folder and use PPM for installing new modules.
Because Perl 5.8.8 is not the latest version it might be that the modules you are installing this way are incompatible with recent versions of the respective database drivers (or other depending shared libraries).
If the latter should be the case, it should work to build Squish from sources against a recent Perl installation to then use the most recent DBI/DBD, etc. modules. (However, only owners of a Squish license have access to the Squish source code.)