That does the trick.

# Module.pm
package Module;
INIT { print("ok\n"); }
1;
[download]

>perl -we "use Module"
ok

>perl -we "require Module if $^O =~ /Win/"
Too late to run INIT block at Module.pm line 3.

>perl -we "eval 'use Module' if $^O =~ /Win/"
Too late to run INIT block at Module.pm line 3.

>perl -we "BEGIN { eval 'use Module' if $^O =~ /Win/ }"
ok
[download]

Update: The if pragram is useful here:

>perl -we "use if $^O =~ /Win/, 'Module'"
ok
[download]