Some sample code that runs an exe without invoking a shell, capturing the command return code, $rc, and the command stdout and stderr folded into a file, ff.tmp:

use strict;
use warnings;

my $outfile = 'ff.tmp';
my $exe     = $^X;
my @args    = ( 'perl', '-e', 'print qq{to stdout};print STDERR qq{to 
+stderr}' );

print "here we go, running '$exe'\n";
print STDERR "here we go to stderr\n";

 open(SAVOUT, ">&STDOUT") or die "error: save original STDOUT: $!";
 open(SAVERR, ">&STDERR") or die "error: save original STDERR: $!";
 open(STDOUT, '>', $outfile) or die "error: create  '$outfile': $!";
 open(STDERR, '>&STDOUT')    or die "error: redirect '$outfile': $!";
 system { $exe } @args;
 my $rc = $? >> 8;
 open(STDOUT, ">&SAVOUT") or die "error: restore STDOUT: $!";
 open(STDERR, ">&SAVERR") or die "error: restore STDERR: $!";
 close(SAVERR) or die "error: close SAVERR: $!";
 close(SAVOUT) or die "error: close SAVOUT: $!";

print "rc=$rc\n";
print STDERR "rc=$rc to STDERR\n";
[download]

Should work fine on both Windows and Unix.