How is it not working? Since you're on Windows, and the files are probably being opened in ascii mode, you probably just need to put in \n, not \r\n - the C runtime library will convert it to \r\n. However, just be aware that [ is a special character that you probably need to escape:

perl -p -i.bak -e 's/\[/\n[/g' f:\test.txt
[download]

(I'm not escaping it in the second part because that's a string, not a regular expression, and thus it doesn't have the special meaning anymore.)