Does $pick contain a reference to the anonymous subroutine, and it also remembers what was in my %kmer_prob hash?

Yes, & yes.

I suggest that you read section 4 of Perlref - Making references, carefully.

But, in a nutshell, when you create a subroutine (named or anonymous) it 'remembers' any variables external to that subroutine that it references.

So, this subroutine:

my $var = 2;
sub x{ print $var; }

x(); # prints 2

$var = 3;

x(); # prints 3
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For safety, you should isolate closed-over variables so they cannot be changed:

{
    my $var = 2;
    sub x{ print $var };
} ## $var goes out of scope; but x() remembers it.

x(); # prints 2;

# $var = 3; ## Would be an error

my $var = 3;

x(); ## Still prints 2; the $var above is a different $var.
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