For the windows version, the installer or the manual instructions are refering to this website:
http://www.roth.net/perl/Daemon/
This ppd URL is not working anymore (404 error). The following does not work anymore:
ppm install http://www.roth.net/perl/packages/win32-daemon.ppd
I've found this instead:
http://code.activestate.com/ppm/Win32-Daemon/
To install, I typed this in a cmd prompt, after installing ActiveState Perl:
ppm install Win32-Daemon
And it worked.
Thanks - I will update the docs to link to the correct site.