You can copy as many files as you want in one command as far as the destination folder is always the same:

scp /user/vickey/systems/system1/file1.csv /user/vickey/systems/system
+1/file2.csv ... vickeys@localhost:C:/
[download]

Or just...

scp /user/vickey/systems/system1/file*.csv vickeys@localhost:C:/
[download]

Anyway, there are several modules that would allow you to do that from Perl: for SCP, you can use Net::OpenSSH or Net::SSH::Any (Net::SSH2 also supports SCP but it is buggy). Another option is to do the transfers using SFTP protocol that is much richer than SCP and allows more advanced operations, for that you can use Net::SFTP::Foreign.

Then, you also have WinSCP that you can install in your Windows machine in order to transfer files from the Unix server using a friendly graphical interface.