Hi!
As Win32::PowerPoint is not based on Unicode, I would suggest that you use Win32::OLE to create your PowerPoint file.
You can set the encoding to UTF8 as described in Convert PowerPoint Presentation to Word Document with Win32::OLE and then create your PowerPoint file as described in Re: Using Win32::OLE and Excel - Tips and Tricks.
Here's my own primitive example using information from the samples above and the Win32::PowerPoint source code:

use strict;
use utf8;
use warnings;

use File::Spec qw(rel2abs);
use Win32::OLE qw( in CP_UTF8 );
Win32::OLE->Option( CP => CP_UTF8 );
$Win32::OLE::Warn = 3;
# used File::Spec to save the file in my local directory
# as Windows 7 is more restrictive about
# users' file writing permissions than Windows XP
my $filename = File::Spec->rel2abs("./unicode_example.ppt");

print( "Starting Powerpoint Object\n" );
my $power = Win32::OLE->GetActiveObject('Powerpoint.Application') ||
    Win32::OLE->new('Powerpoint.Application', 'Quit');
my $ppt = $power->Presentations->Add();
# 12 = blank layout
my $slide = $ppt->Slides->Add(1,12);
# 1 = text in horizontal direction, the next two numbers describe the 
+position
# and the last numbers the width and height of the box
my $new_textbox = $slide->Shapes->AddTextbox(1,30,30,600,200);

my $text_frame = $new_textbox->TextFrame;
my $text_range = $text_frame->TextRange;
$text_range->{Text} = "Please print \x{03B1},\x{03B2},\x{03B3}";
$ppt->SaveAs($filename);
[download]

Hope this helps - I've successfully tested this under Windows 7, using Strawberry Perl 5.12.3 and Powerpoint 2010.