Depends what you mean by a "DOS window".

1. command.com

   You can install ansi.sys under some (all?) variations of win32--95/98/NT4 for sure, others I never tried--and it will respond to ANSI standard escape sequences. I couldn't recommend it though.

2. cmd.exe

   There is no generic solution, but from perl you can emulate it using Win32::console::ANSI.

I'm not sure about things like 4NT.

I did write a post-processor in C that took the output from programs--that embedded ansi escape sequences in their output--via a pipe and translated that into calls directly to the console apis. Which works quite well, but the code was owned by my employer so I no longer have access to it.

It wouldn't be hard to write something similar in perl using the above module.

Then there is the option of using one of the unix-like shells which usually have it built-in.