I have the impression that this software can not support Perl/Tk scripts but only simple scripts that perform a task and maybe print something as an output.

No, it works with Tk scripts as well. I just downloaded, built, and installed Tk.pm in a local directory, then used Platypus to create a Tk "Hello World" application. (Mind you, it's a 10MB "Hello World," but that's the drawback to carrying a beefy library like Tk around in your app.)

I read that only 4 ways are available to direct the output of the program i.e. none, progress bar, text and web.

You'd select "output" as none in Platypus - they're really just talking about where to direct STDOUT/STDERR. The helpfile available from within the Platypus application gives more details.

One downside is that X11 isn't installed on OS X by default, the user needs to install it from their OS installation disks. Depending on your target audience, this may or may not be an issue, I suppose. It would probably take some clever fiddling about to have the app detect that X was missing and issue an appropriate message to the user.

Let us know how you fare!