You need Win32::Console::ANSI.

There is not, and never has been, any way to make the 32-bit cmd.exe console sessions honour ANSI escape sequences natively.

There is a method of making the 16-bit command.com dos console emulator do so--by loading ansi.sys--but that suffers from having none of the commands, built-ins and extensions that make cmd.exe a usable command processor.