All command line parameters are stored in @ARGV array. So you can access it directly like:

my $file = $ARGV[0];
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or even like this (modifying the array):

my $file = shift @ARGV;
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However if you need only to pass a file name as a parameter for opening it at a later stage, you can say

while(<>) { }
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straight away and this will read from the file on the command line.

If you want to pass complex things on the command line (like options, etc), have a look at a module Getopt::Long

And no, I don't think there is any difference in Unix and Windows in this respect.

Just my 2 Lithuanian cents.