#! perl -slw
use strict;
use threads qw[ async ];

my @threads;
push @threads, async{ system '\path\to\first.exe' };
push @threads, async{ system '\path\to\second.exe' };

$_->join for @threads;
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See the docs for threads, and the async() function for more details.

There is also an (undocumented?) option to the system command (on Win32?) that detaches the command run and doesn't wait.

system 1, '\path\to\your.exe';
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The caveat with this is that once started, your script no longer retains any control over the app and doesn't recieve notification of it finishing.