As was previously mentioned, sleep() will be a problem while using Tk unless they are very short. After or repeat is the way to go. You might also want to think about abstracting out some of your repeated code for the various directories you are monitoring.

Loosely based on your script (with large chunks ripped out)

#!usr/bin/perl

use strict;
use warnings;

use Tk;

my @directories = ( 'c:/test', 'c:/test/more', 'c:/test/less' );
my ( %object, %files );

my $interval = 5;    #seconds

my $mw = MainWindow->new(
    -relief => 'raised',
    -bd     => 2,
    -title  => "Directory Monitor"
);

$mw->geometry("800x600+4+25");

my $head_frame = $mw->Frame()->pack;

my $main_frame = $mw->Frame()->pack(
    -fill   => 'both',
    -expand => 1,
);

$head_frame->Button(
    -text    => "Salir",
    -command => sub { exit }
)->pack;

setup($_) for @directories;

$mw->repeat( $interval * 1000, sub { monitor(@directories) } );

MainLoop;

sub setup {
    my $dir = shift;
    $object{$dir}{frame} = $main_frame->Frame()->pack(
        -side   => 'left',
        -fill   => 'both',
        -expand => 1,
        -padx   => 2,
    );
    $object{$dir}{message} = $object{$dir}{frame}->Label( -text => ' '
+ )->pack;
    $object{$dir}{label}   = $object{$dir}{frame}->Label( -text => $di
+r )->pack;

    $object{$dir}{listbox} = $object{$dir}{frame}->Scrolled(
        'Listbox',
        -scrollbars => 'ose',
        -relief     => 'sunken',
        -height     => 5,
        -setgrid    => 0,
      )->pack(
        -fill   => 'both',
        -expand => 1
      );

    my ( $ok, @files ) = get_file_list($dir);

    if ($ok) {
        $files{$dir}{$_} = ( stat("$dir/$_") )[9],
          $object{$dir}{listbox}->insert( 'end', $_ )
          for @files;
    }
    else {
        $object{$dir}{message}
          ->configure( -text => '*** COULD NOT READ DIRECTORY ***' );
    }
}

sub monitor {
    my @directories = @_;
    for my $dir (@directories) {
        my @differences = file_lists_differ($dir);
        if (@differences) {
            $object{$dir}{message}->configure(
                -text => join "\n",
                @differences
            );
        }
    }
}

sub get_file_list {
    my $directory = shift;
    opendir( DIR, $directory ) or return 0;
    my @files = grep( !/^\.\.?$/, readdir(DIR) );
    closedir(DIR);
    return 1, @files;
}

sub file_lists_differ {
    my $dir = shift;
    my ( %new_files, %old_files, @modified );
    $object{$dir}{message}->configure( -text => ' ' );

    my ( $ok, @files ) = get_file_list($dir);

    if ($ok) {
        $new_files{$_} = ( stat("$dir/$_") )[9] for @files;
        %old_files = %{ $files{$dir} };
        for ( keys %new_files ) {
            if ( defined $old_files{$_} ) {
                if ( $new_files{$_} eq $old_files{$_} ) {
                    delete $old_files{$_};
                    next;
                }
                push @modified, "$_ modified";
                delete $old_files{$_};
            }
            else {
                push @modified, "$_ added";
            }
        }
        for ( keys %old_files ) {
            push @modified, "$_ deleted";
        }
        %{ $files{$dir} } = %new_files;
    }
    else {
        $object{$dir}{message}
          ->configure( -text => '*** COULD NOT READ DIRECTORY ***' );
    }
    my @view = $object{$dir}{listbox}->yview;
    $object{$dir}{listbox}->delete( 0, 'end' );
    $object{$dir}{listbox}->insert( 'end', $_ ) for @files;
    $object{$dir}{listbox}->yviewMoveto( $view[0] );
    return @modified;
}
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