That should work, even under DOS, except that DOS env variables would make that, uhm, IIRC:

cat %file_var% > %another_file%
[download]

I hope, but cannot guarantee, it works with redirections.

Well, apart that most probably you do not have cat. But then I suggest you look up and download UNXUTILS/UNXUPDATE or switch to cygwin, whichever you like most. Or, more simply,

perl -pe '' [FILE1] [>FILE2]
[download]

would do. But then why not copy instead? In any case not much perl really implied up to this point. The real question is why do you "need" this?!? - smell of XY problem here, IMHO.