Your code doesn't compile, but this works for me on both linux and windows (5.12):

use warnings;
use strict;
use Getopt::Long;

my $out_dir;
GetOptions('outdir=s' => \$out_dir);
print "$out_dir\n";

__END__

perl script.pl --outdir "D:\My-Folder"
D:\My-Folder
[download]

Perhaps there is some shell quoting problem.