Instead of using alarm, you should use Tk's method of creating timers. ( P.S. I also changed your destroy syntax to be more understandable)

#!/usr/bin/perl
use warnings;
use strict;
use Tk;

compok();

sub compok{
  my $Cok = MainWindow->new(title=>"Copy succeeded");
  my $Cok1 = $Cok->Frame;
  $Cok1->Label(-text=>"\n\nWONDERFULL\n\n")
               ->pack(-side=>"top",-fill=>"both",
                      -anchor=>"w",
                      qw/-ipadx 70 -ipady 120/);
                             
  $Cok1->Button( -text => 'OK',
               -background => 'lightgreen',
               -command => sub{ $Cok->destroy } )
                     ->pack(qw/-ipadx 4 -pady 2/);

  $Cok1->pack;

  #5000 millisec -- 5 seconds 
  my $timer = $Cok->after(5000, sub{
                   $Cok->destroy });

MainLoop;
}
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