Not sure this is what you are looking for, but you could use shell constructs such as parentheses to group your commands. For example:

$  perl -e '
> my $sh_command = "(
> echo foo
> echo bar
> echo baz
> )";
> exec $sh_command;
> '
foo
bar
baz
[download]

Of course, the example above is a bit ridiculous, I would not call the shell from Perl to do this, but I was just trying to give an example of some possibility of multi-line shell command run from Perl. You can even run the command directly from Perl without having to use a variable:

$ perl -e '
> exec "(
> echo foo
> echo bar
> echo baz
> )";
> '
foo
bar
baz
[download]

Or even:

$ perl -e '
>  exec "(
> echo bar
> echo bar
> echo baz
>  ) | wc
> ";
> '
      3       3      12
[download]