No need to call test to see if a file exists. We have -e in Perl, too. We even have File::Copy, so you don't need to cat a file. Path::Tiny wraps all the path related operations nicely:

#!/usr/bin/perl
# Untested!

use Path::Tiny;

my @files = ( ... );
sub find_files {
    my $filename = shift;
    my $path     = 'Path::Tiny'->cwd;
    my $file     = path($filename)->basename;
    if (-e $filename) {
        path($filename)->copy("$path/$file");
    } else {
        open my $OUT, '>', "$path/$file" or die $!;
        print {$OUT} "Unable to find $filename\n";
    }
}
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Note that -e returns true for directories, too, so you might need a different test (-f maybe?). Also, you should check the return value of copy.