Can I write an ordinary file when I run a perl script as a transport filter for the remote_smtp and address_pipe transports?

Yes, provided the file is writeable by the uid under which the transport runs (the Exim user in the case of the remote transport). However, if two messages are being delivered at once, their data will get mixed up in the file unless you implement your own locking scheme. If all you want to do is to take a copy of the message, another approach that avoids the locking problem is to use a system filter to set up an unseen > delivery to a file. If you only want the message's headers, you can

set message_filter_file_transport to point to a special appendfile transport that has headers_only set.