You bet. Terminal.app (in /Applications/Utilities, if I recall properly) provides this. It's the Unix bash shell rather than DOS, but you can do the same things. I've done a fair amount of development there and I like it.

For installing command-line software, I'd recommend MacPorts, which will allow you to download and install your own versions (in /opt/local) of commands.

As many have recommended before, building your own Perl with MacPorts is a good idea rather than messing with the system Perl, as Apple may upgrade or change it anytime they do a system update.