use Encode 'from_to';
use utf8;
...
my $sth = $dbh_r->prepare("set CHARACTER SET cp1251_koi8;");
$sth->execute();

$sth = $dbh_r->prepare( "SELECT * FROM test_table_org;");
$sth->execute();
...
while (my $row = $sth -> fetchrow_arrayref){
      ...
      Encode::from_to($row->[1], "cp1251", "utf-8");
      ...
}