I think you just want to use the command option of checkbutton, which fires on any state change.

#!/usr/bin/perl
use Tk;

#######main frame#######
my $mw = new MainWindow; # Main Window
$mw->geometry("600x450");
$mw->minsize(qw(200 200));
$mw->maxsize(qw(200 200)); 
$mw->title("SQLMAP Guix");

#####widgets positions###
my $frame = $mw -> Frame(-relief=>'raised',
  -borderwidth=>1,
  ) ->pack(-side=>'top', -fill=>'x');  

my $framemethod = $mw -> Frame(-relief=>'raised',
  -borderwidth=>1,
  ) ->pack(-side=>'left',-anchor => 'nw');

my $frameproxy = $framemethod -> Frame(-relief=>'raised',
  -borderwidth=>1,
  ) ->pack(-side=>'bottom',-anchor => 'nw');

################BUT Settings#####################
my $botaogo = $frame -> Button(-text => 'GO!', -command =>\&botaogo) -
+> pack(-side => 'left',
                                              -expand => 1);

########Proxy Settings##########
my $labelproxy = $frameproxy -> Label(-text=>"\nProxy:") -> pack();
my $proxyentry = $frameproxy -> Entry(-width => 23,-textvariable=>\$pr
+oxyurl)  -> pack();

##################################
my $chk = $frameproxy -> Checkbutton(
           -text=>"Use Proxy",
           -selectcolor =>  green,
       -variable=>\$radioproxy,
       -onvalue=> "on",
       -command => \&cb_call, ################
       )-> pack();
###################################
$chk -> deselect();

MainLoop;

sub cb_call{
  #put whatever logic you need here, to construct your string
  
  $proxyurl = time. 'yeehah';
  $proxyentry->update;
}


sub botaogo {
if (($radioproxy eq 'on' ) && ($proxyurl =~ "http")){
$radioproxy = "--proxy=$proxyurl";
}else{
$radioproxy = undef;
}
printf "$radioproxy\n";
}
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