Some good things to look up are 1) how to connect to a mysql table in Perl (use the DBI module, makes things very easy, as david_ross showed), and 2) how to dynamically write HTML content. Basically, what you'll need to do is make your web page a perl script (instead of a .html file), which does a whole lot of "print" statements. You can't embed perl snippets in a web page the same way you can with php.
I've a simple little Hello, World! perl script on my website: http://www.cybermenology.com/cgi-bin/stuff.pl
The code is this, and should give you a good starting point for writing your page:
print "Content-type: text/html\r\n\r\n";
print "<HEAD><TITLE>Hello, world!</TITLE></HEAD>";
print "Hello, world!";
The first 2 lines are required; leave 'em in there or things won't display correctly. Other than that, just print the HTML page as you want it to appear, and embed the database code where you want to populate your drop-down list. If it's in a form, put the option box inside of a form and assign the form whatever action you want taken; once the page is written, the browser doesn't know whether it is rendering a perl page or an html one, and it will act just like a normal html form would.
Edit: a good tutorial starts here