You can use the if module to "use" another module if a condition is true. In your case, you might have:

use if ($^O =~ /Win/i), "Win32::Setupsup";
use if ($^O !~ /Win/i), "Expect";
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Warning: the above code is untested.

The "if" module should come with Perl, but you can get it from CPAN if need be.