Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for -lwinmm
Writing Makefile for Win32::MIDI::API
cp API.pm blib/lib/Win32/MIDI/API.pm
/home/cpanrun/build/5.6.1/bin/perl -I/home/cpanrun/build/5.6.1/lib/5.6.1/i686-linux-thread-multi -I/home/cpanrun/build/5.6.1/lib/5.6.1 /home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/xsubpp  -typemap /home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/typemap -typemap typemap API.xs > API.xsc && mv API.xsc API.c
gcc -c  -DUSE_REENTRANT_API -D_GNU_SOURCE -D_REENTRANT -fno-strict-aliasing -D_LARGEFILE_SOURCE -D_FILE_OFFSET_BITS=64 -O2   -DVERSION=\"0.03\" -DXS_VERSION=\"0.03\" -fpic -I/home/cpanrun/build/5.6.1/lib/5.6.1/i686-linux-thread-multi/CORE  API.c
API.xs:31: windows.h: No such file or directory
API.xs:32: mmsystem.h: No such file or directory
make: *** [API.o] Error 1