Did you manage to copy multiple files not from a share?

You need to do the same thing here. Two things to keep in mind: Perl-the-language doesn't have a command to copy multiple files; you need to use a glob or possibly use readdir and choose files yourlsef; and (as you are aware) you need to escape the backslash (or just use a forward slash instead).

Something like this should work, but is untested.

use File::Copy;

my $to = 'd:/temp/logs/";
foreach my $from (glob '//amsepi01/logs$/*.gz') {
    copy($from, $to) or die "copy: $!";
}
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