This is one of those postings I make for future reference where I explain how to install apxs on Windows.
First, assuming you have ActiveState Perl installed, run "ppm install MinGW".
Second, grab the apxs source
here and unzip and untar it somewhere. Then cd to the apxs directory where you just unzipped it.
Then run "perl Configure.pl --with-apache2=C:/PROGRA~2/APACHE~1/Apache2.2 --with-apacheprog=httpd.exe".
It choked when I tried to use the long path name, and it also wasn't smart enough to search for httpd.exe instead of Apache.exe, even though the Configure.pl script seems to make some effort to do so, but something's wrong with it.
Anyway, that worked for me.
Lastly, make sure your $APACHE/bin directory is in your $PATH.