I scheduled a DTS package(first time I've done this) on our SQL server.
The job history says it fails on the first step, which is a custom
perl script task, but I don't know how to view any other error
information.

All the perl script is doing is assigning some DTS package global
variables to other global variables with some string concoctenation.
So I'm pretty sure it's not a problem with the script(the DTS package
runs fine from my machine BTW).

Does SQL server by default support Perl script? If no, is VB script
supported by default?

I am guessing maybe the active perl environment needs to be installed
on the server?