No. Compare the output of the following snippet on Win32 with cmd.exe as the shell and with (say) bash.exe as the (non-default) shell:

perl -le "print for @ARGV" *
[download]

On Win32 / cmd.exe, this will output:

Q:\>perl -le "print for @ARGV" *
*
[download]

So, obviously, no globbing has taken place.

Under the bash shell, it outputs a listing of a lot of files, because I started it in a directory with a lot of files:

bash-2.05b$ perl -le "print for @ARGV" *
44pruefung.py
ABGLSAPFIOP.TXT.200405261836
Opics_MurexGD_SapFi.20040526.csv
abgleich-MurexGD-SapFi.py
abgleich-Opics-MurexGD-SapFi-andere-Konten.py
abgleich-Opics-SapFi.py
abgleich.py
abtest.py
go.sh
murex_salden_20040526.fi
mx_fxdpos_20040526
opics_kassa_20040526.fi
opics_termin_20040526.fi
ssd_20040526.fi
[download]

This is the difference between the two shells calling Perl, and there is no hidden magic in Perl to unglob stuff.