You probably want to include a

use strict;
use warnings;
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at the top.

I would guess the problem is that localhost should be enclosed in quotes like "localhost".

Update: Added working code.

Below is code that works for me.

#!/usr/bin/perl.exe
use IO::Socket;
use strict;
use warnings;
my $socket;

$socket = IO::Socket::INET->new(Proto => 'udp',
    PeerPort => 80,
    PeerAddr => "localhost") or die "opening port, $! ";
$socket->send("Hello");
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