First off, very nice how you improved on the insert query, for example when building the $field_placeholders.

In order to get the relations properly, you'll learn about another nifty feature of perl: hashes. A hash is an unsorted list of key-value pairs.
We're going to loop through the files, accumulating the data per file in $hr_output and accumulating all per-file data in $ar_data.
The prefixes hr_ and ar_ are not required by perl, but they help me to distinguish between references to hashes (hashref, or hr) and references to arrays (arrayref, or ar).

my $ar_data = [];
#Opening, reading, and extracting column content of each concord.n.txt
+ file
foreach my $output_concord_file (@output_concord_files){
    #Note : for the concord file, no processing implied -> stored by d
+efault in $output_concord_file
    open (my $fh, '<:utf8', "$output_concord_file") || die "Couldn't o
+pen $output_concord_file : $!";
    my $hr_output = {};
    $hr_output->{concord_file} = $output_concord_file;
    while (<$fh>){
        if ($_ =~ /=\[=(.*)=\]=/){
            $hr_output->{url} = $1;
        }
        if ($_ =~ /=\[\+(.*)\+\]=/){
            $hr_output->{sys_time} = $1;
        }
        if ($_ =~ /=E-(.*)=event/){
            push(@{$hr_output->{events}}, $1);
        }
    }
    push(@{$ar_data}, $hr_output);
    close ($fh);
}
[download]

I'm not quite sure what you intended to do to those html-pages, and i'm not sure that what's happening is what you really want, so I'm just going to skip that :P
Next up is inserting all accumulated data:

if (@{$ar_data}) {
    # If there is any data, prepare the query
    my @fields = keys %{$ar_data->[0]}; # Extract all the keys from th
+e first element of ar_data
    my $fieldlist = join(',', @fields); 
    my $field_placeholders = join(',', map {'?'} @fields);
    my $sth_insert_article = $dbh->prepare( qq(
        INSERT INTO article ($fieldlist) VALUES ($field_placeholders)
    ));
    my $sth_select_last_insert_id = $dbh->prepare( qq( SELECT LAST_INS
+ERT_ID ));
    my $sth_insert_event = $dbh->prepare( qq(
        INSERT INTO event (event) VALUES (?)
    ));
    my $sth_insert_article_event = $dbh->prepare( qq(
        INSERT INTO article_event_index (id_article, id_event) VALUES 
+(?,?)
    ));
    # Now we loop over and insert all data
    foreach my $hr_output (@{$ar_data}) {
        # Insert article data
        my $inserted_records = $sth_insert_article->execute(@{$hr_outp
+ut}{@fields}); # Ok, I admit, this one is really tricky to read :)
        if ($inserted_records != 1) { die "Error inserting article [$h
+r_output->{url}], only [$inserted_records] got inserted: " . $sth_ins
+ert_article->errstr; }
        # Get article ID
        my $article_id = ($dbh->selectcol_arrayref($sth_select_last_in
+sert_id))->[0];
        # Insert events
        foreach my $event (@{$hr_output->{events}}) {
            $inserted_records = $sth_insert_event->execute($event);
            if ($inserted_records != 1) { die "Error inserting event [
+$event], only [$inserted_records] got inserted: " . $sth_insert_event
+->errstr; }
            # Get event ID
            my $event_id = ($dbh->selectcol_arrayref($sth_select_last_
+insert_id))->[0];
            # Insert article_event combo
            $inserted_records = $sth_insert_article_event->execute($ar
+ticle_id, $event_id);
            if ($inserted_records != 1) { die "Error inserting article
+-event [$article_id, $event_id], only [$inserted_records] got inserte
+d: " . $sth_insert_article_event->errstr; }
        }
    }
}
[download]

This follows the loop I described in my previous post. There are a few tricks here, which I'll leave for you to figure out (you can still ask though :)).
The most unreadable trick is @{$hr_output}{@fields} which produces an array of the value-parts of the hashref for all @fields, in order of those @fields.