I'm on linux. What I felt is, when the user plugs in USB device, I think it will be automatically mounted somewhere right?

Not on any of my Linux boxes. But it's certainly possible to setup a Linux box that it's done this way.

If so, I will watch that and I'll execute my script to ask password

If it's automatically mounted, what's to stop the user from copying the file directly using cp instead of firing up your program and having to type in a password?

I think you should first have a talk with the sysadmin(s) in charge of the boxes this is going to be run on; find out how the boxes are setup; and figure out together how to get your program working. The copying and asking for a password are trivial. Making sure your program is the only way to copy files to a USB device is that hard part, and has nothing to do with Perl (you'd have to solve the same problem if your user interface was written in Python, Java or COBOL).