cmd.exe does not support ANSI escape sequences.

Loading ansi.sys will not make cmd.exe support them, only command.com--the old, 16-bit, totally braindead (as opposed to only half braindead) command line processoer.

However, CPAN does have a module that will allow you to use ansi escape sequences to control the cmd.exe consol session colour attributes: Win32::Console::ANSI. If you load it before you load Term::ANSIColor, you will get (mostly) the effect you require. Try this:

#! perl -slw
use strict;
use Win32::Console::ANSI;
use Term::ANSIColor qw(:constants);

print BLACK, ON_WHITE, "black on white\n";
print WHITE, ON_BLACK, "white on black\n";
print GREEN, ON_CYAN, BLINK, "garish!\n";
print RESET;
[download]

One caveat. It makes the assumption that the default colors (RESET) are white on black. If you use black on white by default as I do, it is annoying for it to reset these to white on black. It should query the current settings on start up and reset to those.