Variables declared with my are file scoped. Globals are namespace scoped. This works:

#!/usr/bin/perl
use strict;
use warnings;
our %config;
do 'config.cgi';

print keys %config, $/;
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Update: Clarification, a file under do cannot see lexicals in the enclosing scope. The %config that config.cgi writes to is therefore global. When do returns, the lexical %config masks the global one which was just populated.

After Compline,
Zaxo