Strange things can happen if you want to copy binary files this way and forget the /B before the first argument (copy will stop at the first \cd)

The solutions given so far will not deal with that, either. In a binary file, you're not at all guaranteed to have a newline. This (untested) code should work in the general case:

use warnings;
use strict;

open(my $out, ">", shift(@ARGV) ) or die $!;
my $buffer_length = 16_384;
while( my $file = shift(@ARGV) ) {
   open(my $fh, $file) or die $!;
   while( read($fh, my $buffer, $buffer_length) ) {
      print $out $buffer or die $!;
   }
   close $fh;
}
close $out or die $!;
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Season to taste.