That's not entirely true:

Q:\>dir tmp.pl
 Datenträger in Laufwerk Q: ist homes_xxx$
 Volumeseriennummer: DEAD-BEEF

 Verzeichnis von Q:\

19.07.2007  10:16               188 tmp.pl
               1 Datei(en)            188 Bytes
               0 Verzeichnis(se), 73.669.185.536 Bytes frei

Q:\>type tmp.pl
my $line_length = 10;

my $line = '123 1234 12345 123456 1234567';

my @lines = ($line =~ /(.{1,$line_length}(?:\s|$))/g);

print "-" x $line_length,"\n";
print "$_\n" for @lines;

Q:\>perl -e "system('tmp.pl')"
----------
123 1234
12345
123456
1234567
[download]

Windows also has magic to run files based on their execution and no special Perl voodoo is needed, but you need to set up the file associations correctly:

Q:\>ftype Perl
Perl="C:\Programme\perl\bin\perl.exe" "%1" %*
Q:\>assoc .pl
.pl=Perl
[download]

And, mildly surprising, the help text for ftype even mentions Perl.