BBEdit is a good choice if you're looking for an editor for MacOSX.

For what concerns your other doubts, I think perlintro is a good starting point. The examples you'll find there are meant to be written in a file, then run from the command line. For example, once you saved in a file called example.pl a program like this:

print "Hello world!\n";
[download]

you will run it from the command line with something like this (I'm faking your own situation to be more clear):

[Ordinateur-de-me-XoX:~] exox% perl example.pl
Hello world!
[Ordinateur-de-me-XoX:~] exox%
[download]

And so on, they're all variations on the same theme.

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Another note...

[Ordinateur-de-me-XoX:~] exox% print "Hello World!\n";
print: Command not found.
[Ordinateur-de-me-XoX:~] exox%
[download]

This does not work 'cause you're speaking Perl to to someone who does not understand Perl, the shell. Through the shell you can only "call" someone who can understand the Perl language, that is the Perl interpreter. It is precisely what you're doing when you type from the command line:

[Ordinateur-de-me-XoX:~] exox% perl example.pl
[download]