You need to expand the shell wildcards yourself. I recommend using File::Glob::bsd_glob:

use File::Glob qw(bsd_glob);
BEGIN {
    # expand all wildcards given on the command line
    @ARGV = map { bsd_glob $_ } @ARGV;
};
[download]

This is needed because expanding wildcards is considered a job of the shell on unixish systems, while on Windows, it is left up to the program to expand its wildcard arguments.