Yes. You told Perl to expect UTF-8, but didn't provide it. Notepad can "Save As" UTF-8.

Notepad can "Save As" UTF-8

Yep, got it. Thanks. (Didn't notice the encoding options.)
The error I was originally getting with gibus' script then evaporates, and I see the same behaviour as gibus reported.
Again, the behaviour that gibus wanted to see is achieved by assigning the string clé to a variable:

#!/usr/bin/perl

use strict;
use warnings;
use utf8;
use Devel::Peek;
use Data::Dumper;
$Data::Dumper::Useqq = 1;

my $s = 'clé';

my %hash = (
    $s => 0,
);
my $key = (keys %hash)[0];
Dump($key);
print Dumper($key);

$hash{$s} = 1;
$key = (keys %hash)[0];

Dump($key);
print Dumper($key);

__END__

Outputs:

SV = PV(0x89d7b8) at 0x339d80
  REFCNT = 1
  FLAGS = (POK,pPOK,UTF8)
  PV = 0x8992e8 "cl\303\251"\0 [UTF8 "cl\x{e9}"]
  CUR = 4
  LEN = 5
$VAR1 = "cl\x{e9}";
SV = PV(0x89d7b8) at 0x339d80
  REFCNT = 1
  FLAGS = (POK,pPOK,UTF8)
  PV = 0x2549998 "cl\303\251"\0 [UTF8 "cl\x{e9}"]
  CUR = 4
  LEN = 5
$VAR1 = "cl\x{e9}";
[download]

But I don't know how relevant that is.

Cheers,
Rob