Windows probably wouldn't let you overwrite libeay32.dll while the .dll is in use. You may have to boot to safe mode before making the copy, or somehow assure that the dll has not been used prior to replacing it.

At any rate, this isn't a Perl problem, it's an operating system question. Even if you issued a "copy" command from the Windows Power Shell command prompt you would still discover that the file cannot be overwritten if it's already in use.