I believe you're right, the resulting PRN files are device dependent. If you produced a PRN file for a PostScript printer, it would be normal PostScript (which if I remember right is a trick "back in the day" to get MS Windows apps to produce PostScript files), if it's a PCL printer it would be that, and so forth.
I am assuming that the OP has a machine running Windows with at least one printer attached, or Win32::OLE won't be able to produce PRN file output. Wouldn't be able to print anything to hard copy, either.
Huh, now that I think about it, I wonder what would happen if you did a print to file to a printer that produces files, such as PDF Creator or Adobe Acrobat? Ugh, don't want to ponder that