Loop over the indexes in the inner loop instead of the values and push matches to a list.

#!/usr/bin/env perl 
use strict;
use warnings;
use feature 'say';

my @A = ("Red", "Green", "Yellow");
my @B = ("Yellow", "Black","Yellow","Red", "White", "Yellow");

for my $x (@A){
    my @matches;
    for my $y (0 .. $#B){
        push @matches, $y if $B[$y] eq $x;
    }
    say $#matches < 0 ? "$x is missing" : "$x at index " . join ', ', 
+@matches;
}
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I am new in Perl

When you fancy something more advanced you can push into a hash of arrays (HoA) instead. That way you can store the results rather than just printing them out as you go. HTH.