while ( <DATA> ) {
  if ( /(foo)|(bar)|(baz)/ ) {
    print "Found $+ line $.\n";
    last;
  }
}

__DATA__
Stuff
The quick brown baz jumps over the lazy bar
foo
[download]

Update: Here's a complete programme. Enter the name(s) of the text file(s) on the command line.

use strict;
use warnings;

die "Usage: $0 filename(s)\n" unless @ARGV;

my @to_match = qw ( foo bar baz 43 q\uux ); # or whatever
my $match = join ')|(', map quotemeta, @to_match;

while ( <> ) {
  if ( /($match)/ ) {
    print "Found '$+' in $ARGV line $.\n";
    close ARGV;
  }
  $. = 0 if eof;
}
[download]