The shell can send actual newline characters to Perl, rather than two characters, backslash followed by n.

Unix (Bash):

"Words of the form $'string' are treated specially. The word expands to string, with backslash-escaped characters replaced as specified by the ANSI C standard."

perl program.pl $'hai hello\nhow r y' "i am fine"
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Powershell (Windows) uses backtick (`) rather then backslash for embedding special characters. I don't really remember how it works, so read it's documentation. I guess it's something like:

perl program.pl "hai hello`nhow r y" "i am fine"
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