The following produces a unicoded file name on Windows 7 using Activestate Perl.
#-----------------------------------------------------------------------
# Unicode file names on Windows using Perl
# Philip R Brenan at gmail dot com, Appa Apps Ltd, 2013
#-----------------------------------------------------------------------
use feature ":5.16";
use Data::Dump qw(dump);
use Encode qw/encode decode/;
use Win32API::File qw(:ALL);
# Create a file with a unicode name
my $e = "\x{05E7}\x{05EA}\x{05E7}\x{05D5}\x{05D5}\x{05D4}".
"\x{002E}\x{0064}\x{0061}\x{0074}\x{0061}"; # File name in UTF-8
my $f = encode("UTF-16LE", $e); # Format supported by NTFS
my $g = eval dump($f); # Remove UTF ness
$g .= chr(0).chr(0); # 0 terminate string
my $F = Win32API::File::CreateFileW
($g, GENERIC_WRITE, 0, [], OPEN_ALWAYS, 0, 0); # Create file via Win32API
say $^E if $^E; # Write any error message
# Write to the file
OsFHandleOpen(FILE, $F, "w") or die "Cannot open file";
binmode FILE;
print FILE "hello there\n";
close(FILE);