Perforated paper is for the employee copies of the W-2, which are "substitute" forms and not the standard scan-able forms QuickBooks (at least Desktop) can print for filing with the SSA.
That noted, you don't have to use perforated paper. Instead, you can print on plain paper and then separate the copies of the W-2 yourself before giving them to the employee - for example, by using scissors or a paper cutter.