Do I have to call it *.cgi? *.pl?

Maybe.   It depends on your server installation.
These types of filenames are commonly used conventions - no more.
It is up to the server administrator whether or not CGI scripts are
enabled, and (if so) what conventions tell the server to run or
to print them.
If you are running your own server, read the manual.
If you're on ISP or other rented webspace, check their webpages for
information or FAQs.   As a last resort, ask the server administrator.