Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for '-lm'
Note (probably harmless): No library found for 'oldnames.lib'
Note (probably harmless): No library found for 'msvcrt.lib'
Writing Makefile for Math::Random

Microsoft (R) Program Maintenance Utility   Version 6.00.8168.0
Copyright (C) Microsoft Corp 1988-1998. All rights reserved.

cp example.pl blib\lib\Math\example.pl
cp test1.pl blib\lib\Math\test1.pl
cp Random.pm blib\lib\Math\Random.pm
AutoSplitting blib\lib\Math\Random.pm (blib\lib\auto\Math\Random)
cp test2.pl blib\lib\Math\test2.pl
	D:\cpanrun\build\5-6-1\bin\perl.exe -Id:\cpanrun\build\5-6-1\lib -Id:\cpanrun\build\5-6-1\lib D:\cpanrun\build\5-6-1\lib\ExtUtils/xsubpp  -typemap D:\cpanrun\build\5-6-1\lib\ExtUtils\typemap Random.xs > Random.xsc && D:\cpanrun\build\5-6-1\bin\perl.exe -Id:\cpanrun\build\5-6-1\lib -Id:\cpanrun\build\5-6-1\lib -MExtUtils::Command -e mv Random.xsc Random.c
	cl -c  -nologo -O1 -MD -Zi -DNDEBUG -DWIN32 -D_CONSOLE -DNO_STRICT -DHAVE_DES_FCRYPT -DPERL_IMPLICIT_CONTEXT -DPERL_IMPLICIT_SYS -DPERL_MSVCRT_READFIX -O1 -MD -Zi -DNDEBUG    -DVERSION=\"0.69\"  -DXS_VERSION=\"0.69\"  -ID:\cpanrun\build\5-6-1\lib\CORE  Random.c
Random.c
D:\cpanrun\build\5-6-1\lib\CORE\perl.h(441) : fatal error C1083: Cannot open include file: 'sys/types.h': No such file or directory
NMAKE : fatal error U1077: 'cl' : return code '0x2'
Stop.