You can't expect a native Windows Perl to install any XS module without a C compiler compatible with the one that built Perl. Neither can you expect stuff written explicitly for a unix environment to work. If you can get Net::IP::Route::Reject to work on your Windows system I would be surprised and if it doesn't work you'll get no sympathy from me. Ditto for trying to run it without the necessary privileges on Unix of any variant.
For windows, people seem to use Active Perl. They provide pre-built modules from their repository using ppm not cpan, For cygwin you aren't in Windows as far as Perl is concerned so don't expect win32/64 calls to work directly -- RTFM for Cygwin... Sometimes you need to read the README and/or INSTALL files. You would, I hope, not categorize e.g. DBD;;mysql as broken or poor quality but if you build it from scratch and don't read the INSTALL instructions and follow the directions given by the configuration stage it won't work. Dana Hudes