Checking if your kit is complete...
Looks good
Writing Makefile for Win32::Symlink
cp Symlink.pm blib/lib/Win32/Symlink.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 Symlink.xs > Symlink.xsc && mv Symlink.xsc Symlink.c
Please specify prototyping behavior for Symlink.xs (see perlxs manual)
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  Symlink.c
In file included from Symlink.xs:11:
pgsymlink.c:5: windows.h: No such file or directory
pgsymlink.c:6: winioctl.h: No such file or directory
make: *** [Symlink.o] Error 1