Unfortunately I am not a Windows-expert.

I assume that the Oracle.dll (from DBD::Oracle) fails to load the Oracle client-libs (probably another dll), so you probably have to tell it where to find it.

There must be an equivalent of LD_LIBRARY_PATH to configure a list of directories in which to search for shared libs and I think it is PATH, but I am not 100% sure.

Try to add the directory where the oracle-client-dlls reside to PATH and run your script again - worth a try.