short answer: yes.
long answer: well, _HOW_ do you want to connect and for what purpose? what's (HTTP, FTP, SSH, samba, etc, etc) running on the linux server? The answer to that will determine the perl answer, which will quite possibly be along the lines of LWP/LWP::Simple, Net::FTP, Net::SSH
Re: How can I connect to a Linux Machine from a Windows Box