I have never been able to successfully get threads to work using Tk. I was able to get your code working making a few modifications though.

use strict;
use Tk;
use Tk::ProgressBar;

my ($mw, $percent_done)=create_gui();
$mw->repeat(1000, \&go);
MainLoop();

sub create_gui {
    my $percent_done=0;
    my $mw = MainWindow->new( -title => 'Test');
    $mw->Label( -text => "percent_done" )->pack;
    $mw->ProgressBar(-variable => \$percent_done)->pack;
    $mw->Button ( 
        -text => "Clear",
        -command => sub {$percent_done=0}
        )->pack;

    return ($mw, \$percent_done);
    }
    
sub go {
      $$percent_done+= 5;
    }
[download]